+58.2%
ZM vs FFIV
+94.7%
-36.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.6% |
| 7D | +6.8% | -2.9% | +9.7% | +8.0% |
| 30D | +0.1% | -32.4% | +32.6% | +14.0% |
| 3M | -7.5% | -22.7% | +15.2% | -0.5% |
| 6M | -8.4% | -10.7% | +2.2% | -7.2% |
| YTD | +13.7% | +25.4% | -11.7% | +0.6% |
| 1Y | +15.9% | +34.2% | -18.2% | -0.1% |
| 3Y | +58.0% | +101.2% | -43.2% | +12.8% |
| 5Y | -60.4% | +42.0% | -102.3% | -69.9% |
| All | +58.2% | +94.7% | -36.5% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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