-40.2%
ZS vs FRSH
-72.4%
+32.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.3% |
| 7D | -3.8% | -9.6% | +5.7% | +1.4% |
| 30D | -6.0% | -0.4% | -5.6% | -5.6% |
| 3M | +32.0% | +27.2% | +4.8% | +16.0% |
| 6M | +2.1% | +42.2% | -40.1% | -14.5% |
| YTD | -26.2% | -2.6% | -23.5% | -26.0% |
| 1Y | -41.2% | -10.2% | -31.0% | -38.8% |
| 3Y | +3.3% | -45.5% | +48.8% | +29.5% |
| All | -40.2% | -72.4% | +32.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling