-23.6%
FIS vs ZM
+30.9%
-54.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.8% | -1.1% | -4.8% |
| 7D | -3.5% | +1.6% | -5.1% | -3.7% |
| 30D | -7.8% | -7.7% | -0.1% | -6.3% |
| 3M | +0.8% | -4.7% | +5.5% | +1.4% |
| 6M | -21.9% | +24.4% | -46.3% | -25.9% |
| YTD | -39.5% | +11.8% | -51.3% | -41.6% |
| 1Y | -41.0% | +13.4% | -54.3% | -43.3% |
| 3Y | -23.6% | +33.8% | -57.4% | -34.3% |
| All | -23.6% | +30.9% | -54.5% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling