+395.4%
ZS vs FTV
+14.7%
+380.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.4% |
| 7D | -8.1% | -5.2% | -2.9% | -5.5% |
| 30D | -8.4% | -11.5% | +3.1% | -2.5% |
| 3M | +31.1% | -9.0% | +40.1% | +36.8% |
| 6M | +4.4% | -2.0% | +6.4% | +4.2% |
| YTD | -27.3% | -0.9% | -26.4% | -28.4% |
| 1Y | -41.4% | +14.8% | -56.2% | -47.0% |
| 3Y | +1.7% | -5.5% | +7.2% | +1.7% |
| 5Y | -39.6% | -1.9% | -37.7% | -42.0% |
| All | +395.4% | +14.7% | +380.7% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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