-38.6%
ZS vs FTV
-0.7%
-38.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.5% |
| 7D | -3.8% | -1.3% | -2.6% | -2.8% |
| 30D | -6.0% | -9.5% | +3.5% | +1.6% |
| 3M | +32.0% | -10.9% | +42.9% | +42.8% |
| 6M | +2.1% | -0.6% | +2.8% | +0.1% |
| YTD | -26.2% | +1.4% | -27.6% | -30.1% |
| 1Y | -41.2% | +17.6% | -58.8% | -51.9% |
| 3Y | +3.3% | -3.3% | +6.6% | -1.3% |
| All | -38.6% | -0.7% | -38.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling