+390.7%
ZS vs FND
+3.7%
+387.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -3.0% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -4.0% | -23.6% | +19.6% | +5.0% |
| 3M | +25.3% | +4.3% | +21.0% | +21.5% |
| 6M | -1.3% | -20.3% | +19.0% | +3.6% |
| YTD | -28.0% | -21.3% | -6.7% | -24.8% |
| 1Y | -42.5% | -45.4% | +2.9% | -31.7% |
| 3Y | +0.7% | -48.9% | +49.6% | +14.9% |
| 5Y | -42.3% | -61.0% | +18.7% | -30.6% |
| All | +390.7% | +3.7% | +387.0% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling