-40.0%
ZS vs FIVE
+31.2%
-71.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -6.4% |
| 7D | -7.8% | +4.3% | -12.1% | -9.4% |
| 30D | +5.0% | +12.5% | -7.5% | -0.1% |
| 3M | +25.5% | +31.2% | -5.7% | +11.9% |
| 6M | +8.7% | +14.4% | -5.7% | +0.8% |
| YTD | -24.5% | +33.9% | -58.4% | -34.6% |
| 1Y | -36.7% | +65.1% | -101.8% | -50.2% |
| 3Y | +7.2% | +49.0% | -41.8% | -18.0% |
| All | -40.0% | +31.2% | -71.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling