-39.1%
ZS vs FN
-21.9%
-17.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.5% |
| 7D | -5.2% | +20.8% | -26.0% | -4.1% |
| 30D | -15.5% | -17.3% | +1.8% | -16.9% |
| 3M | +9.0% | -38.1% | +47.1% | +5.5% |
| 6M | +32.2% | -44.2% | +76.4% | +26.6% |
| YTD | -14.1% | -22.3% | +8.2% | -19.0% |
| 1Y | -39.1% | -20.9% | -18.1% | -43.2% |
| All | -39.1% | -21.9% | -17.2% | -43.2% |
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