-31.6%
ZS vs FND
-10.3%
-21.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | -0.8% |
| 7D | -12.3% | +12.3% | -24.6% | -12.8% |
| 30D | +11.2% | +14.7% | -3.5% | +10.4% |
| 3M | +37.5% | -12.0% | +49.5% | +37.7% |
| 6M | +57.8% | +10.8% | +47.1% | +57.4% |
| YTD | -0.2% | -12.3% | +12.1% | +3.2% |
| 1Y | -31.6% | -13.4% | -18.2% | -29.5% |
| All | -31.6% | -10.3% | -21.4% | -29.5% |
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