+164.0%
FITB vs ZM
+55.9%
+108.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.2% |
| 7D | +0.6% | +2.9% | -2.3% | +0.5% |
| 30D | -4.7% | +0.7% | -5.4% | -4.8% |
| 3M | +6.7% | -3.7% | +10.4% | +6.7% |
| 6M | +12.6% | +29.9% | -17.3% | +11.8% |
| YTD | +19.1% | +17.4% | +1.7% | +18.5% |
| 1Y | +22.6% | +22.4% | +0.2% | +21.8% |
| 3Y | +127.1% | +41.3% | +85.8% | +124.8% |
| 5Y | +71.8% | -66.0% | +137.8% | +50.3% |
| All | +164.0% | +55.9% | +108.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling