-79.9%
FIG vs ZM
+27.7%
-107.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | -3.8% | -5.7% | +1.9% | 0.0% |
| 30D | -2.3% | -9.1% | +6.8% | +3.7% |
| 3M | +20.0% | +3.5% | +16.4% | +17.1% |
| 6M | -16.7% | +25.7% | -42.3% | -25.9% |
| YTD | -37.9% | +10.8% | -48.7% | -41.4% |
| 1Y | -58.5% | +12.8% | -71.3% | -60.9% |
| All | -79.9% | +27.7% | -107.6% | -82.2% |
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 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