+130.2%
FDX vs ZM
+55.9%
+74.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.9% |
| 7D | -2.5% | +2.9% | -5.5% | -2.8% |
| 30D | +3.8% | +0.7% | +3.1% | +3.6% |
| 3M | -1.3% | -3.7% | +2.4% | -1.1% |
| 6M | +5.0% | +29.9% | -24.9% | +1.5% |
| YTD | +39.6% | +17.4% | +22.2% | +36.0% |
| 1Y | +81.1% | +22.4% | +58.7% | +75.3% |
| 3Y | +63.0% | +41.3% | +21.8% | +54.5% |
| 5Y | +65.6% | -66.0% | +131.6% | +63.9% |
| All | +130.2% | +55.9% | +74.3% | +122.1% |
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