+483.2%
ZS vs FND
+3.3%
+479.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -2.6% | -6.8% | +4.2% | -0.3% |
| 30D | -12.8% | +8.0% | -20.8% | -15.6% |
| 3M | +2.3% | -18.9% | +21.2% | +8.9% |
| 6M | +26.3% | +4.7% | +21.6% | +20.4% |
| YTD | -14.4% | -21.6% | +7.2% | -11.2% |
| 1Y | -37.6% | -22.0% | -15.6% | -35.4% |
| 3Y | +8.0% | -40.4% | +48.5% | +14.8% |
| 5Y | -44.9% | -63.8% | +18.9% | -32.7% |
| All | +483.2% | +3.3% | +479.9% | +352.3% |
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