-42.5%
ZS vs FE
+11.0%
-53.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.9% |
| 7D | -9.2% | +0.6% | -9.8% | -8.9% |
| 30D | -4.0% | -2.1% | -1.8% | -4.7% |
| 3M | +25.3% | +2.6% | +22.7% | +27.3% |
| 6M | -1.3% | -6.8% | +5.5% | -3.5% |
| YTD | -28.0% | +6.9% | -34.9% | -27.8% |
| 1Y | -42.5% | +11.6% | -54.1% | -43.6% |
| All | -42.5% | +11.0% | -53.5% | -43.6% |
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