-41.2%
ZS vs FFIV
+26.5%
-67.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +0.3% |
| 7D | -3.8% | +3.5% | -7.3% | -5.7% |
| 30D | -6.0% | -1.3% | -4.7% | -5.4% |
| 3M | +32.0% | +2.4% | +29.6% | +29.8% |
| 6M | +2.1% | +41.8% | -39.7% | -11.5% |
| YTD | -26.2% | +58.5% | -84.7% | -37.5% |
| 1Y | -41.2% | +24.3% | -65.5% | -47.1% |
| All | -41.2% | +26.5% | -67.7% | -47.1% |
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