+403.3%
ZS vs FDS
+43.4%
+360.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.7% |
| 7D | -3.8% | -8.8% | +5.0% | +1.8% |
| 30D | -6.0% | -1.4% | -4.6% | -5.2% |
| 3M | +32.0% | +13.9% | +18.1% | +20.0% |
| 6M | +2.1% | +27.4% | -25.3% | -13.6% |
| YTD | -26.2% | -2.5% | -23.7% | -26.9% |
| 1Y | -41.2% | -23.8% | -17.4% | -33.1% |
| 3Y | +3.3% | -32.5% | +35.8% | +24.8% |
| 5Y | -40.7% | -23.2% | -17.5% | -32.1% |
| All | +403.3% | +43.4% | +360.0% | +283.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling