+271.0%
FERG vs ZM
+47.0%
+224.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -5.7% | +3.1% | -2.3% |
| 30D | -8.9% | -9.1% | +0.2% | -8.4% |
| 3M | -2.0% | +3.5% | -5.6% | -2.3% |
| 6M | -3.2% | +25.7% | -28.9% | -4.7% |
| YTD | +1.5% | +10.8% | -9.3% | +0.5% |
| 1Y | +0.5% | +12.8% | -12.3% | -0.7% |
| 3Y | +50.4% | +33.1% | +17.3% | +47.0% |
| 5Y | +68.7% | -68.3% | +137.0% | +56.6% |
| All | +271.0% | +47.0% | +224.0% | +326.9% |
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