+11.4%
ZS vs FN
+106.7%
-95.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.7% |
| 7D | -13.4% | -4.1% | -9.3% | -13.2% |
| 30D | -16.6% | -28.3% | +11.7% | -14.7% |
| 3M | +10.3% | -33.9% | +44.2% | +13.3% |
| 6M | +28.1% | -43.9% | +72.0% | +31.9% |
| YTD | -13.3% | -23.4% | +10.1% | -18.0% |
| 1Y | -40.7% | -25.4% | -15.3% | -44.0% |
| 3Y | +11.4% | +107.9% | -96.5% | -27.1% |
| All | +11.4% | +106.7% | -95.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling