+98.7%
FAST vs ZM
+61.1%
+37.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.8% |
| 7D | +4.2% | +11.0% | -6.9% | +3.3% |
| 30D | +6.7% | +5.6% | +1.0% | +6.1% |
| 3M | +8.0% | -9.1% | +17.2% | +8.7% |
| 6M | +27.4% | -2.6% | +30.0% | +27.1% |
| YTD | +40.5% | +15.7% | +24.8% | +36.7% |
| 1Y | +38.4% | +18.8% | +19.6% | +33.8% |
| 3Y | +98.7% | +62.2% | +36.5% | +85.2% |
| All | +98.7% | +61.1% | +37.6% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 3y: compounded portfolio wealth divided by compounded ZM 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…
3y analysis · Full analysis span regression · 6 months rolling