+1,345.1%
FTNT vs ZS
+498.3%
+846.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.9% |
| 30D | -3.0% | -7.2% | +4.2% | -0.3% |
| 3M | +7.6% | +30.5% | -22.9% | -3.0% |
| 6M | +87.0% | +7.0% | +80.0% | +75.8% |
| YTD | +96.5% | -26.8% | +123.4% | +110.6% |
| 1Y | +92.9% | -42.6% | +135.5% | +124.8% |
| 3Y | +139.8% | -0.3% | +140.2% | +121.5% |
| 5Y | +151.3% | -39.2% | +190.5% | +159.3% |
| All | +1,345.1% | +498.3% | +846.8% | +717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling