-15.6%
ZS vs FGI
-66.3%
+50.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.5% | -0.5% |
| 7D | -5.2% | +13.5% | -18.7% | -5.6% |
| 30D | -15.5% | +17.1% | -32.6% | -15.9% |
| 3M | +9.0% | +78.0% | -69.0% | +5.6% |
| 6M | +32.2% | +46.4% | -14.2% | +28.5% |
| YTD | -14.1% | +47.7% | -61.8% | -17.2% |
| 1Y | -39.1% | +56.8% | -95.9% | -41.6% |
| 3Y | +10.4% | +12.3% | -1.9% | +3.2% |
| All | -15.6% | -66.3% | +50.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling