-64.5%
ZM vs FFIV
+42.4%
-106.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.9% |
| 7D | -0.3% | -2.1% | +1.8% | +0.8% |
| 30D | -6.2% | -33.8% | +27.6% | +14.1% |
| 3M | -12.2% | -20.6% | +8.4% | -4.7% |
| 6M | -16.0% | -10.2% | -5.8% | -15.9% |
| YTD | +6.3% | +24.5% | -18.2% | -13.6% |
| 1Y | +12.3% | +29.3% | -17.0% | -11.1% |
| 3Y | +51.2% | +103.8% | -52.6% | -23.3% |
| 5Y | -64.5% | +40.9% | -105.4% | -77.7% |
| All | -64.5% | +42.4% | -106.9% | -77.7% |
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