+61.0%
ZM vs FFIV
+88.1%
-27.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.1% |
| 7D | +11.0% | -0.5% | +11.6% | +11.2% |
| 30D | +5.6% | -32.4% | +38.0% | +20.1% |
| 3M | -9.1% | -25.7% | +16.5% | -0.8% |
| 6M | -2.6% | -13.5% | +10.9% | -0.1% |
| YTD | +15.7% | +21.1% | -5.5% | +3.6% |
| 1Y | +18.8% | +29.4% | -10.7% | +3.6% |
| 3Y | +62.2% | +94.9% | -32.7% | +17.1% |
| 5Y | -60.9% | +34.7% | -95.6% | -69.9% |
| All | +61.0% | +88.1% | -27.1% | +78.1% |
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