+483.2%
ZS vs FIVE
+257.8%
+225.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.6% | +2.7% | -5.3% | -3.5% |
| 30D | -12.8% | +12.7% | -25.5% | -16.3% |
| 3M | +2.3% | +2.1% | +0.2% | +0.8% |
| 6M | +26.3% | +17.5% | +8.8% | +17.9% |
| YTD | -14.4% | +31.0% | -45.4% | -24.2% |
| 1Y | -37.6% | +67.7% | -105.4% | -49.5% |
| 3Y | +8.0% | +43.4% | -35.4% | -15.5% |
| 5Y | -44.9% | +18.1% | -62.9% | -55.0% |
| All | +483.2% | +257.8% | +225.5% | +178.4% |
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