+490.7%
ZS vs FN
+951.3%
-460.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.1% |
| 7D | -13.4% | -4.1% | -9.3% | -13.0% |
| 30D | -16.6% | -28.3% | +11.7% | -11.3% |
| 3M | +10.3% | -33.9% | +44.2% | +17.7% |
| 6M | +28.1% | -43.9% | +72.0% | +37.9% |
| YTD | -13.3% | -23.4% | +10.1% | -19.1% |
| 1Y | -40.7% | -25.4% | -15.3% | -44.7% |
| 3Y | +11.4% | +107.9% | -96.5% | -34.4% |
| 5Y | -42.2% | +195.1% | -237.3% | -71.9% |
| All | +490.7% | +951.3% | -460.7% | +86.5% |
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 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