-54.4%
FPS vs ZS
+42.5%
-96.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.1% | +10.0% | +7.1% |
| 7D | -24.5% | -16.9% | -7.6% | -24.0% |
| 30D | -52.1% | -7.4% | -44.6% | -51.6% |
| 3M | -48.4% | +21.6% | -69.9% | -47.0% |
| 6M | -54.4% | +42.4% | -96.7% | -53.6% |
| All | -54.4% | +42.5% | -96.9% | -53.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling