+0.6%
ZS vs FTI
+274.9%
-274.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -3.8% | -2.3% | -1.5% | -3.2% |
| 30D | -6.0% | +5.0% | -11.0% | -7.2% |
| 3M | +32.0% | +13.8% | +18.1% | +27.0% |
| 6M | +2.1% | +22.9% | -20.7% | -3.5% |
| YTD | -26.2% | +75.0% | -101.1% | -36.9% |
| 1Y | -41.2% | +96.9% | -138.0% | -51.7% |
| All | +0.6% | +274.9% | -274.3% | -26.9% |
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