-40.7%
ZS vs FE
+6.0%
-46.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | -13.4% | -0.5% | -12.9% | -13.7% |
| 30D | -16.6% | +4.3% | -20.9% | -14.3% |
| 3M | +10.3% | +0.4% | +9.9% | +11.0% |
| 6M | +28.1% | +6.9% | +21.2% | +33.9% |
| YTD | -13.3% | +8.0% | -21.3% | -10.5% |
| 1Y | -40.7% | +4.8% | -45.6% | -39.9% |
| All | -40.7% | +6.0% | -46.8% | -39.9% |
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