-2.3%
FERG vs ZM
+21.7%
-24.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +2.1% |
| 7D | 0.0% | +2.9% | -3.0% | -0.2% |
| 30D | -10.2% | +0.7% | -10.9% | -10.2% |
| 3M | -0.6% | -3.7% | +3.1% | -0.3% |
| 6M | -6.5% | +29.9% | -36.4% | -9.1% |
| YTD | +4.2% | +17.4% | -13.3% | +1.9% |
| 1Y | -2.3% | +22.4% | -24.7% | -5.7% |
| All | -2.3% | +21.7% | -24.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling