+395.4%
ZS vs FANG
+116.7%
+278.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.7% |
| 7D | -8.1% | +1.2% | -9.3% | -8.2% |
| 30D | -8.4% | +2.4% | -10.8% | -8.7% |
| 3M | +31.1% | +5.1% | +26.0% | +30.2% |
| 6M | +4.4% | +16.4% | -12.0% | +2.5% |
| YTD | -27.3% | +39.0% | -66.3% | -30.1% |
| 1Y | -41.4% | +50.6% | -92.0% | -44.2% |
| 3Y | +1.7% | +46.9% | -45.2% | -3.6% |
| 5Y | -39.6% | +238.2% | -277.8% | -46.2% |
| All | +395.4% | +116.7% | +278.7% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling