+123.5%
FSLR vs ZM
-67.8%
+191.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.8% | +9.1% | +5.5% |
| 7D | +6.8% | +1.6% | +5.2% | +6.2% |
| 30D | -14.7% | -7.7% | -7.0% | -13.3% |
| 3M | -22.6% | -4.7% | -17.9% | -22.0% |
| 6M | +12.7% | +24.4% | -11.7% | +4.8% |
| YTD | -18.4% | +11.8% | -30.1% | -22.3% |
| 1Y | +4.9% | +13.4% | -8.4% | -0.7% |
| 3Y | +16.4% | +33.8% | -17.4% | +3.1% |
| 5Y | +123.5% | -67.2% | +190.6% | +166.9% |
| All | +123.5% | -67.8% | +191.3% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling