-31.6%
ZS vs FFIV
+33.5%
-65.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -12.3% | -9.8% | -2.5% | -7.1% |
| 30D | +11.2% | -28.1% | +39.3% | +31.3% |
| 3M | +37.5% | -20.0% | +57.5% | +50.2% |
| 6M | +57.8% | -0.1% | +57.9% | +51.4% |
| YTD | -0.2% | +29.2% | -29.4% | -13.8% |
| 1Y | -31.6% | +36.6% | -68.2% | -41.7% |
| All | -31.6% | +33.5% | -65.1% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling