+398.6%
ZS vs FND
+2.4%
+396.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -3.1% | -5.8% | +2.7% | -1.1% |
| 30D | -7.2% | -20.2% | +13.0% | +0.1% |
| 3M | +30.5% | -12.0% | +42.4% | +34.8% |
| 6M | +7.0% | -18.5% | +25.5% | +11.4% |
| YTD | -26.8% | -22.3% | -4.6% | -23.2% |
| 1Y | -42.6% | -47.6% | +5.0% | -30.7% |
| 3Y | -0.3% | -49.8% | +49.4% | +14.4% |
| 5Y | -39.2% | -63.0% | +23.8% | -25.7% |
| All | +398.6% | +2.4% | +396.2% | +290.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling