+120.8%
FDX vs ZM
+38.3%
+82.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | -1.6% | -5.9% | +4.2% | -1.1% |
| 30D | +6.6% | -5.2% | +11.8% | +7.1% |
| 3M | -2.1% | -11.3% | +9.2% | -1.1% |
| 6M | +2.2% | -14.5% | +16.7% | +3.3% |
| YTD | +33.9% | +4.2% | +29.8% | +31.8% |
| 1Y | +50.2% | +9.3% | +40.9% | +47.0% |
| 3Y | +65.5% | +45.4% | +20.1% | +56.5% |
| 5Y | +74.1% | -66.0% | +140.1% | +73.8% |
| All | +120.8% | +38.3% | +82.6% | +115.3% |
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