-59.6%
FIS vs ZM
+47.0%
-106.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -7.9% | -5.7% | -2.2% | -7.4% |
| 30D | -8.0% | -9.1% | +1.1% | -7.2% |
| 3M | +0.6% | +3.5% | -2.9% | +0.2% |
| 6M | -22.2% | +25.7% | -47.9% | -23.9% |
| YTD | -40.8% | +10.8% | -51.5% | -41.6% |
| 1Y | -41.5% | +12.8% | -54.3% | -42.4% |
| 3Y | -25.5% | +33.1% | -58.6% | -28.0% |
| 5Y | -64.8% | -68.3% | +3.5% | -65.9% |
| All | -59.6% | +47.0% | -106.7% | -64.6% |
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