+390.7%
ZS vs FCUV
-99.1%
+489.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -65.2% | +60.6% | -3.8% |
| 7D | -9.2% | -47.9% | +38.7% | -9.0% |
| 30D | -4.0% | +13.7% | -17.6% | -4.8% |
| 3M | +25.3% | +97.0% | -71.7% | +17.5% |
| 6M | -1.3% | -66.1% | +64.8% | -5.1% |
| YTD | -28.0% | -81.8% | +53.8% | -30.0% |
| 1Y | -42.5% | -93.3% | +50.8% | -43.3% |
| 3Y | +0.7% | -99.2% | +99.9% | -0.2% |
| 5Y | -42.3% | -99.9% | +57.6% | -41.7% |
| All | +390.7% | -99.1% | +489.8% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 all: compounded portfolio wealth divided by compounded FCUV 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…
all analysis · Full analysis span regression · 6 months rolling