+37.5%
ZM vs FFIV
+140.3%
-102.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | +0.7% | -5.1% | +5.8% | +2.4% |
| 3M | -3.7% | -4.5% | +0.8% | -2.5% |
| 6M | +29.9% | +36.5% | -6.6% | +14.5% |
| YTD | +17.4% | +53.0% | -35.5% | -0.8% |
| 1Y | +22.4% | +24.2% | -1.8% | +10.2% |
| All | +37.5% | +140.3% | -102.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling