-80.9%
FIG vs ZM
+28.5%
-109.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -14.5% | +0.3% | -14.8% | -14.8% |
| 30D | -13.3% | -10.3% | -3.0% | -7.2% |
| 3M | +7.4% | -0.7% | +8.1% | +7.4% |
| 6M | -27.8% | +24.8% | -52.6% | -35.6% |
| YTD | -41.1% | +11.5% | -52.6% | -44.6% |
| 1Y | -58.7% | +12.3% | -71.1% | -60.9% |
| All | -80.9% | +28.5% | -109.5% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling