+503.2%
ZS vs FIVE
+268.0%
+235.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -1.2% |
| 7D | -11.1% | +6.2% | -17.2% | -12.9% |
| 30D | -14.8% | +18.2% | -33.0% | -19.6% |
| 3M | +18.0% | +3.8% | +14.2% | +15.6% |
| 6M | +30.8% | +13.7% | +17.1% | +23.5% |
| YTD | -11.5% | +34.7% | -46.2% | -22.3% |
| 1Y | -37.8% | +66.6% | -104.4% | -49.5% |
| 3Y | +16.6% | +44.3% | -27.7% | -8.8% |
| 5Y | -43.6% | +18.8% | -62.3% | -54.1% |
| All | +503.2% | +268.0% | +235.1% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling