-40.7%
ZS vs FRSH
-72.5%
+31.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -3.1% | -6.6% | +3.5% | +0.5% |
| 30D | -7.2% | +2.1% | -9.3% | -8.1% |
| 3M | +30.5% | +29.0% | +1.5% | +13.9% |
| 6M | +7.0% | +48.6% | -41.6% | -12.4% |
| YTD | -26.8% | -2.9% | -23.9% | -26.6% |
| 1Y | -42.6% | -7.9% | -34.7% | -41.1% |
| 3Y | -0.3% | -46.5% | +46.2% | +26.2% |
| All | -40.7% | -72.5% | +31.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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