+8.1%
FPS vs ZM
+8.6%
-0.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.7% |
| 7D | +3.1% | +2.9% | +0.2% | +3.3% |
| 30D | -18.6% | +0.7% | -19.2% | -18.5% |
| 3M | -51.5% | -3.7% | -47.8% | -50.8% |
| 6M | -8.5% | +29.9% | -38.4% | -7.0% |
| All | +8.1% | +8.6% | -0.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling