+152.9%
FTNT vs ZS
+9.6%
+143.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +7.1% | -2.6% | +9.7% | +8.3% |
| 30D | -30.9% | -12.8% | -18.1% | -26.3% |
| 3M | -23.1% | +2.3% | -25.4% | -23.9% |
| 6M | +8.1% | +26.3% | -18.2% | -6.2% |
| YTD | +60.2% | -14.4% | +74.6% | +61.1% |
| 1Y | +57.0% | -37.6% | +94.6% | +80.2% |
| 3Y | +152.9% | +8.0% | +144.9% | +116.2% |
| All | +152.9% | +9.6% | +143.3% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling