+5.5%
ZS vs FFIV
+140.3%
-134.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -7.8% | -1.0% | -6.9% | -7.2% |
| 30D | +5.0% | -5.1% | +10.1% | +8.2% |
| 3M | +25.5% | -4.5% | +30.0% | +28.7% |
| 6M | +8.7% | +36.5% | -27.8% | -8.0% |
| YTD | -24.5% | +53.0% | -77.5% | -40.0% |
| 1Y | -36.7% | +24.2% | -60.9% | -44.1% |
| All | +5.5% | +140.3% | -134.8% | -35.3% |
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