-26.0%
FSLR vs ZM
+8.0%
-34.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +10.3% | -8.4% | +18.7% | +11.5% |
| 30D | +10.4% | -1.9% | +12.3% | +10.6% |
| 3M | -20.2% | -10.1% | -10.1% | -19.4% |
| 6M | -8.0% | -13.9% | +5.9% | -6.7% |
| YTD | -25.5% | +6.4% | -32.0% | -24.3% |
| 1Y | -26.0% | +9.6% | -35.5% | -24.1% |
| All | -26.0% | +8.0% | -34.0% | -24.1% |
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