+390.7%
ZS vs FE
+95.0%
+295.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -9.2% | +0.6% | -9.8% | -9.3% |
| 30D | -4.0% | -2.1% | -1.8% | -3.7% |
| 3M | +25.3% | +2.6% | +22.7% | +24.7% |
| 6M | -1.3% | -6.8% | +5.5% | -0.4% |
| YTD | -28.0% | +6.9% | -34.9% | -29.1% |
| 1Y | -42.5% | +11.6% | -54.1% | -43.9% |
| 3Y | +0.7% | +47.7% | -47.0% | -7.8% |
| 5Y | -42.3% | +46.2% | -88.5% | -47.5% |
| All | +390.7% | +95.0% | +295.8% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling