+517.8%
ZS vs FN
+783.8%
-266.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -14.2% | +5.1% | -6.1% |
| 7D | -17.7% | -16.0% | -1.8% | -14.8% |
| 30D | -3.9% | -40.1% | +36.2% | +6.5% |
| 3M | +26.1% | -43.9% | +70.0% | +39.7% |
| 6M | +44.2% | -55.6% | +99.9% | +63.8% |
| YTD | -9.4% | -35.7% | +26.3% | -11.8% |
| 1Y | -37.1% | -39.8% | +2.8% | -38.1% |
| 3Y | +24.0% | +80.3% | -56.2% | -24.8% |
| 5Y | -39.8% | +143.3% | -183.1% | -69.3% |
| All | +517.8% | +783.8% | -266.0% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling