-39.6%
ZS vs FTI
+1,109.5%
-1,149.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | -8.1% | -5.6% | -2.4% | -6.9% |
| 30D | -8.4% | +0.4% | -8.8% | -8.5% |
| 3M | +31.1% | +8.1% | +23.0% | +28.5% |
| 6M | +4.4% | +16.7% | -12.3% | +0.8% |
| YTD | -27.3% | +70.0% | -97.3% | -35.6% |
| 1Y | -41.4% | +85.4% | -126.8% | -49.2% |
| 3Y | +1.7% | +265.9% | -264.2% | -24.4% |
| 5Y | -39.6% | +1,072.7% | -1,112.3% | -63.8% |
| All | -39.6% | +1,109.5% | -1,149.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling