-51.1%
FIS vs ZM
+8.0%
-59.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | 0.0% | -23.7% | -23.7% |
| 7D | -18.4% | -8.4% | -10.0% | -17.2% |
| 30D | -11.4% | -1.9% | -9.5% | -11.4% |
| 3M | -32.0% | -10.1% | -21.9% | -30.8% |
| 6M | -35.6% | -13.9% | -21.7% | -34.6% |
| YTD | -53.8% | +6.4% | -60.2% | -54.3% |
| 1Y | -51.1% | +9.6% | -60.6% | -52.0% |
| All | -51.1% | +8.0% | -59.1% | -52.0% |
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