-44.3%
ZS vs FND
-63.9%
+19.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -2.6% | -6.8% | +4.2% | 0.0% |
| 30D | -12.8% | +8.0% | -20.8% | -16.0% |
| 3M | +2.3% | -18.9% | +21.2% | +9.9% |
| 6M | +26.3% | +4.7% | +21.6% | +19.0% |
| YTD | -14.4% | -21.6% | +7.2% | -10.8% |
| 1Y | -37.6% | -22.0% | -15.6% | -35.1% |
| 3Y | +8.0% | -40.4% | +48.5% | +10.1% |
| All | -44.3% | -63.9% | +19.5% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling