-43.5%
ZS vs FIGR
+6.3%
-49.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.0% | -5.4% |
| 7D | -9.2% | +13.5% | -22.8% | -10.7% |
| 30D | -4.0% | +33.7% | -37.7% | -7.5% |
| 3M | +25.3% | +37.3% | -12.1% | +19.7% |
| 6M | -1.3% | +25.5% | -26.8% | -5.9% |
| YTD | -28.0% | -6.3% | -21.7% | -29.9% |
| All | -43.5% | +6.3% | -49.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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