-66.1%
FIS vs ZM
-67.1%
+1.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.2% | -3.4% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -10.4% | -10.3% | -0.2% | -8.3% |
| 3M | -3.7% | -0.7% | -3.0% | -3.8% |
| 6M | -24.8% | +24.8% | -49.6% | -29.0% |
| YTD | -41.6% | +11.5% | -53.0% | -43.8% |
| 1Y | -42.7% | +12.3% | -55.1% | -45.1% |
| 3Y | -26.2% | +33.5% | -59.7% | -33.3% |
| 5Y | -66.1% | -67.5% | +1.4% | -66.7% |
| All | -66.1% | -67.1% | +1.0% | -66.7% |
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