+237.2%
FAST vs ZM
+55.9%
+181.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | -0.8% | +0.7% | -1.5% | -0.9% |
| 3M | +5.8% | -3.7% | +9.4% | +5.9% |
| 6M | +8.0% | +29.9% | -21.9% | +5.1% |
| YTD | +25.6% | +17.4% | +8.2% | +23.1% |
| 1Y | +0.8% | +22.4% | -21.6% | -1.7% |
| 3Y | +86.1% | +41.3% | +44.8% | +78.1% |
| 5Y | +100.2% | -66.0% | +166.2% | +98.2% |
| All | +237.2% | +55.9% | +181.4% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling