+54.0%
ZM vs FFIV
+142.5%
-88.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -2.7% | +1.6% | -4.3% | -3.4% |
| 30D | -10.0% | -3.7% | -6.2% | -8.9% |
| 3M | +1.6% | +2.0% | -0.4% | +0.2% |
| 6M | +25.0% | +39.3% | -14.3% | +8.9% |
| YTD | +10.6% | +56.1% | -45.5% | -8.0% |
| 1Y | +14.0% | +22.0% | -8.0% | +3.4% |
| 3Y | +32.5% | +148.2% | -115.7% | -10.8% |
| 5Y | -68.3% | +96.3% | -164.7% | -77.6% |
| All | +54.0% | +142.5% | -88.5% | +58.2% |
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