+398.6%
ZS vs FTI
+281.5%
+117.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -3.1% | -4.4% | +1.3% | -2.6% |
| 30D | -7.2% | +1.5% | -8.7% | -7.3% |
| 3M | +30.5% | +8.2% | +22.3% | +29.2% |
| 6M | +7.0% | +18.8% | -11.8% | +5.0% |
| YTD | -26.8% | +71.7% | -98.5% | -31.0% |
| 1Y | -42.6% | +90.0% | -132.6% | -46.5% |
| 3Y | -0.3% | +270.5% | -270.8% | -13.2% |
| 5Y | -39.2% | +1,084.5% | -1,123.7% | -51.3% |
| All | +398.6% | +281.5% | +117.1% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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