-36.7%
ZS vs FE
+11.4%
-48.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.8% |
| 7D | -7.8% | +1.9% | -9.8% | -6.9% |
| 30D | +5.0% | -1.2% | +6.2% | +4.7% |
| 3M | +25.5% | +3.5% | +22.0% | +28.2% |
| 6M | +8.7% | -6.1% | +14.8% | +6.6% |
| YTD | -24.5% | +7.6% | -32.1% | -23.8% |
| 1Y | -36.7% | +11.9% | -48.6% | -37.1% |
| All | -36.7% | +11.4% | -48.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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