+120.7%
FDX vs ZM
+48.0%
+72.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.3% | +0.3% | -2.7% | -2.4% |
| 30D | -4.9% | -10.3% | +5.4% | -3.9% |
| 3M | -6.5% | -0.7% | -5.8% | -6.6% |
| 6M | +6.7% | +24.8% | -18.2% | +3.5% |
| YTD | +33.9% | +11.5% | +22.4% | +31.0% |
| 1Y | +72.2% | +12.3% | +59.8% | +68.2% |
| 3Y | +60.2% | +33.5% | +26.8% | +52.7% |
| 5Y | +62.9% | -67.5% | +130.4% | +62.1% |
| All | +120.7% | +48.0% | +72.7% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling