-31.6%
ZS vs FIVE
+63.3%
-94.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.7% | -7.0% | -0.5% |
| 7D | -12.3% | +7.5% | -19.7% | -12.5% |
| 30D | +11.2% | +16.7% | -5.5% | +10.6% |
| 3M | +37.5% | +13.4% | +24.1% | +36.1% |
| 6M | +57.8% | +9.0% | +48.8% | +56.4% |
| YTD | -0.2% | +33.8% | -34.0% | -3.1% |
| 1Y | -31.6% | +61.2% | -92.8% | -34.3% |
| All | -31.6% | +63.3% | -94.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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