-39.6%
ZS vs FFIV
+95.0%
-134.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -8.1% | +1.6% | -9.7% | -9.2% |
| 30D | -8.4% | -3.7% | -4.7% | -5.7% |
| 3M | +31.1% | +2.0% | +29.1% | +28.4% |
| 6M | +4.4% | +39.3% | -34.9% | -19.6% |
| YTD | -27.3% | +56.1% | -83.4% | -49.3% |
| 1Y | -41.4% | +22.0% | -63.3% | -50.8% |
| 3Y | +1.7% | +148.2% | -146.5% | -58.0% |
| 5Y | -39.6% | +96.3% | -135.9% | -67.9% |
| All | -39.6% | +95.0% | -134.6% | -67.9% |
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