-36.7%
ZS vs FN
+17.1%
-53.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -4.3% |
| 7D | -7.8% | -1.7% | -6.2% | -7.9% |
| 30D | +5.0% | -22.0% | +27.0% | +3.7% |
| 3M | +25.5% | -43.0% | +68.5% | +20.8% |
| 6M | +8.7% | -27.7% | +36.4% | +6.0% |
| YTD | -24.5% | -10.5% | -14.0% | -28.9% |
| 1Y | -36.7% | +12.5% | -49.2% | -45.5% |
| All | -36.7% | +17.1% | -53.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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