+246.1%
FSLR vs ZM
+46.9%
+199.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.1% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | -14.0% | -10.0% | -4.0% | -12.6% |
| 3M | -16.9% | +1.6% | -18.5% | -17.4% |
| 6M | +4.7% | +25.0% | -20.2% | -0.2% |
| YTD | -20.7% | +10.6% | -31.3% | -23.0% |
| 1Y | +1.7% | +14.0% | -12.3% | -1.9% |
| 3Y | +13.1% | +32.5% | -19.4% | +5.2% |
| 5Y | +108.4% | -68.3% | +176.7% | +125.6% |
| All | +246.1% | +46.9% | +199.3% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling