+483.2%
ZS vs FN
+889.4%
-406.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +1.2% |
| 7D | -2.6% | +0.3% | -2.9% | -3.0% |
| 30D | -12.8% | -16.5% | +3.7% | -10.4% |
| 3M | +2.3% | -42.1% | +44.4% | +12.4% |
| 6M | +26.3% | -52.9% | +79.1% | +41.7% |
| YTD | -14.4% | -28.0% | +13.5% | -19.1% |
| 1Y | -37.6% | -18.5% | -19.1% | -43.8% |
| 3Y | +8.0% | +93.9% | -85.8% | -35.4% |
| 5Y | -44.9% | +170.5% | -215.4% | -72.6% |
| All | +483.2% | +889.4% | -406.1% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling