-67.2%
ZM vs FFIV
+92.2%
-159.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | +1.6% | -1.5% | +3.2% | +2.5% |
| 30D | -7.7% | -2.7% | -5.1% | -6.7% |
| 3M | -4.7% | -1.7% | -3.0% | -4.7% |
| 6M | +24.4% | +36.1% | -11.7% | +2.2% |
| YTD | +11.8% | +52.6% | -40.9% | -14.7% |
| 1Y | +13.4% | +21.5% | -8.2% | -2.2% |
| 3Y | +33.8% | +142.7% | -108.8% | -33.0% |
| 5Y | -67.2% | +92.6% | -159.7% | -80.8% |
| All | -67.2% | +92.2% | -159.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling