+0.6%
ZS vs FND
-50.0%
+50.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -3.8% | -0.8% | -3.1% | -3.7% |
| 30D | -6.0% | -19.6% | +13.6% | -2.4% |
| 3M | +32.0% | -4.3% | +36.3% | +32.2% |
| 6M | +2.1% | -20.4% | +22.6% | +5.6% |
| YTD | -26.2% | -21.9% | -4.3% | -23.7% |
| 1Y | -41.2% | -45.2% | +4.0% | -33.9% |
| All | +0.6% | -50.0% | +50.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling