-31.6%
ZS vs FDS
+31.1%
-62.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.8% |
| 7D | -12.3% | +9.4% | -21.7% | -16.8% |
| 30D | +11.2% | +23.8% | -12.6% | -2.0% |
| 3M | +37.5% | +25.1% | +12.4% | +20.2% |
| 6M | +57.8% | +53.8% | +4.0% | +21.0% |
| YTD | -0.2% | +19.6% | -19.8% | -22.0% |
| 1Y | -31.6% | +31.6% | -63.3% | -49.0% |
| All | -31.6% | +31.1% | -62.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling