-43.6%
ZS vs FN
+212.0%
-255.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -1.6% |
| 7D | -13.7% | +8.0% | -21.7% | -15.1% |
| 30D | -14.2% | -19.1% | +5.0% | -11.6% |
| 3M | +8.5% | -29.8% | +38.4% | +13.5% |
| 6M | +30.2% | -43.2% | +73.4% | +38.6% |
| YTD | -13.8% | -18.9% | +5.1% | -20.7% |
| 1Y | -41.5% | -17.9% | -23.6% | -46.9% |
| 3Y | +10.7% | +120.1% | -109.4% | -38.6% |
| 5Y | -43.6% | +206.7% | -250.3% | -78.5% |
| All | -43.6% | +212.0% | -255.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling