-79.1%
FIG vs ZM
+35.4%
-114.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.6% | -6.5% |
| 7D | -16.3% | +2.9% | -19.3% | -18.0% |
| 30D | -14.3% | +0.7% | -15.0% | -14.8% |
| 3M | +7.2% | -3.7% | +10.8% | +8.6% |
| 6M | -18.6% | +29.9% | -48.5% | -29.6% |
| YTD | -35.5% | +17.4% | -52.9% | -41.4% |
| 1Y | -55.8% | +22.4% | -78.2% | -60.4% |
| All | -79.1% | +35.4% | -114.5% | -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 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