-53.1%
FISV vs ZM
-68.2%
+15.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -5.7% | +3.0% | -1.5% |
| 30D | 0.0% | -9.1% | +9.1% | +2.0% |
| 3M | -2.8% | +3.5% | -6.3% | -3.7% |
| 6M | -11.8% | +25.7% | -37.5% | -16.4% |
| YTD | -23.2% | +10.8% | -34.0% | -25.7% |
| 1Y | -62.0% | +12.8% | -74.8% | -63.3% |
| 3Y | -57.6% | +33.1% | -90.8% | -61.1% |
| All | -53.1% | -68.2% | +15.0% | -47.8% |
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