+8.0%
ZS vs FTI
+212.2%
-204.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | -2.6% | +4.3% | -6.9% | -3.8% |
| 30D | -12.8% | -4.7% | -8.2% | -11.7% |
| 3M | +2.3% | -13.5% | +15.8% | +6.1% |
| 6M | +26.3% | -8.7% | +35.0% | +29.3% |
| YTD | -14.4% | +49.0% | -63.4% | -25.2% |
| 1Y | -37.6% | +54.0% | -91.7% | -46.2% |
| 3Y | +8.0% | +211.6% | -203.6% | -22.7% |
| All | +8.0% | +212.2% | -204.2% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling