-29.2%
ZS vs FGI
-69.8%
+40.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.7% |
| 7D | -9.2% | +5.2% | -14.4% | -9.3% |
| 30D | -4.0% | +65.2% | -69.2% | -6.6% |
| 3M | +25.3% | +30.2% | -4.9% | +22.3% |
| 6M | -1.3% | +87.8% | -89.1% | -5.4% |
| YTD | -28.0% | +32.5% | -60.5% | -30.4% |
| 1Y | -42.5% | +93.6% | -136.1% | -46.1% |
| 3Y | +0.7% | -2.6% | +3.3% | -5.3% |
| All | -29.2% | -69.8% | +40.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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