+403.3%
ZS vs FTI
+288.8%
+114.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -3.8% | -2.3% | -1.5% | -3.6% |
| 30D | -6.0% | +5.0% | -11.0% | -6.5% |
| 3M | +32.0% | +13.8% | +18.1% | +30.0% |
| 6M | +2.1% | +22.9% | -20.7% | -0.1% |
| YTD | -26.2% | +75.0% | -101.1% | -30.5% |
| 1Y | -41.2% | +96.9% | -138.0% | -45.4% |
| 3Y | +3.3% | +276.7% | -273.4% | -10.2% |
| 5Y | -40.7% | +1,157.0% | -1,197.7% | -52.7% |
| All | +403.3% | +288.8% | +114.5% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling