+70.0%
FDX vs ZM
-65.8%
+135.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | -1.6% | -5.9% | +4.2% | -0.5% |
| 30D | +6.6% | -5.2% | +11.8% | +7.5% |
| 3M | -2.1% | -11.3% | +9.2% | -0.2% |
| 6M | +2.2% | -14.5% | +16.7% | +4.4% |
| YTD | +33.9% | +4.2% | +29.8% | +29.1% |
| 1Y | +50.2% | +9.3% | +40.9% | +42.8% |
| 3Y | +65.5% | +45.4% | +20.1% | +44.5% |
| All | +70.0% | -65.8% | +135.8% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling