+398.6%
ZS vs FANG
+116.2%
+282.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | -7.2% | +2.6% | -9.8% | -7.5% |
| 3M | +30.5% | +7.6% | +22.9% | +29.3% |
| 6M | +7.0% | +17.3% | -10.3% | +4.9% |
| YTD | -26.8% | +38.7% | -65.5% | -29.6% |
| 1Y | -42.6% | +51.6% | -94.2% | -45.4% |
| 3Y | -0.3% | +50.0% | -50.3% | -5.6% |
| 5Y | -39.2% | +237.6% | -276.8% | -45.9% |
| All | +398.6% | +116.2% | +282.4% | +410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling