+11.4%
FPS vs ZS
-13.5%
+24.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +2.9% |
| 7D | +10.4% | -9.2% | +19.6% | +10.1% |
| 30D | -16.5% | -4.0% | -12.5% | -16.5% |
| 3M | -45.5% | +25.3% | -70.8% | -45.2% |
| 6M | +2.1% | -1.3% | +3.4% | +5.2% |
| All | +11.4% | -13.5% | +24.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling