-36.7%
ZS vs FND
-36.4%
-0.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.6% |
| 7D | -7.8% | -5.2% | -2.6% | -7.6% |
| 30D | +5.0% | -19.9% | +24.9% | +6.0% |
| 3M | +25.5% | +2.7% | +22.8% | +25.7% |
| 6M | +8.7% | -21.7% | +30.4% | +11.4% |
| YTD | -24.5% | -17.5% | -7.0% | -22.2% |
| 1Y | -36.7% | -39.3% | +2.6% | -28.5% |
| All | -36.7% | -36.4% | -0.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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