+499.0%
ZS vs FIVE
+248.5%
+250.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -16.9% | -0.3% | -16.6% | -16.8% |
| 30D | -7.4% | +17.7% | -25.1% | -12.4% |
| 3M | +21.6% | +4.0% | +17.6% | +19.0% |
| 6M | +42.4% | +2.6% | +39.8% | +38.9% |
| YTD | -12.1% | +27.6% | -39.7% | -21.4% |
| 1Y | -37.8% | +59.9% | -97.8% | -48.9% |
| 3Y | +20.9% | +35.8% | -14.9% | -3.4% |
| 5Y | -41.6% | +14.4% | -56.0% | -51.8% |
| All | +499.0% | +248.5% | +250.5% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling