+141.6%
FTNT vs ZS
+2.4%
+139.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -1.2% |
| 7D | +1.7% | -3.8% | +5.6% | +3.2% |
| 30D | -4.3% | -6.0% | +1.7% | -1.9% |
| 3M | +13.6% | +32.0% | -18.4% | +1.4% |
| 6M | +87.6% | +2.1% | +85.5% | +77.0% |
| YTD | +98.0% | -26.2% | +124.1% | +111.0% |
| 1Y | +96.9% | -41.2% | +138.1% | +128.9% |
| All | +141.6% | +2.4% | +139.3% | +128.0% |
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