-70.8%
FIS vs ZM
-60.9%
-9.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.7% |
| 7D | +2.8% | +11.0% | -8.2% | +0.4% |
| 30D | -16.7% | +5.6% | -22.4% | -17.9% |
| 3M | -32.3% | -9.1% | -23.1% | -31.1% |
| 6M | -29.1% | -2.6% | -26.5% | -29.3% |
| YTD | -54.1% | +15.7% | -69.8% | -56.4% |
| 1Y | -53.7% | +18.8% | -72.5% | -56.4% |
| 3Y | -38.8% | +62.2% | -101.0% | -47.5% |
| All | -70.8% | -60.9% | -9.9% | -70.5% |
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