+414.5%
ZS vs FN
+1,129.0%
-714.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.1% | -7.6% | -5.2% |
| 7D | -7.8% | -1.7% | -6.2% | -7.5% |
| 30D | +5.0% | -22.0% | +27.0% | +9.9% |
| 3M | +25.5% | -43.0% | +68.5% | +39.6% |
| 6M | +8.7% | -27.7% | +36.4% | +8.8% |
| YTD | -24.5% | -10.5% | -14.0% | -30.6% |
| 1Y | -36.7% | +12.5% | -49.2% | -46.8% |
| 3Y | +7.2% | +153.8% | -146.6% | -39.0% |
| 5Y | -40.9% | +288.0% | -328.9% | -72.8% |
| All | +414.5% | +1,129.0% | -714.4% | +59.9% |
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