-39.6%
ZS vs FND
-62.8%
+23.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -8.1% | -5.1% | -3.0% | -6.1% |
| 30D | -8.4% | -22.5% | +14.1% | +1.2% |
| 3M | +31.1% | -5.0% | +36.1% | +31.5% |
| 6M | +4.4% | -21.5% | +25.9% | +11.3% |
| YTD | -27.3% | -23.0% | -4.3% | -22.9% |
| 1Y | -41.4% | -44.9% | +3.5% | -27.9% |
| 3Y | +1.7% | -50.0% | +51.7% | +16.7% |
| 5Y | -39.6% | -63.3% | +23.7% | -22.8% |
| All | -39.6% | -62.8% | +23.2% | -22.8% |
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