+187.9%
FSLR vs ZM
+50.3%
+137.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -12.0% | +10.0% | -22.0% | -13.5% |
| 30D | -7.7% | -0.5% | -7.2% | -7.8% |
| 3M | -24.0% | -7.1% | -17.0% | -23.4% |
| 6M | -24.4% | -5.1% | -19.3% | -24.3% |
| YTD | -34.0% | +13.2% | -47.3% | -36.4% |
| 1Y | -35.6% | +15.3% | -50.9% | -38.1% |
| 3Y | +28.7% | +57.4% | -28.8% | +16.1% |
| 5Y | +55.3% | -61.7% | +117.0% | +64.4% |
| All | +187.9% | +50.3% | +137.6% | +182.6% |
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