-23.6%
FSLR vs ZM
-10.3%
-13.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.9% | -9.5% | -2.8% |
| 7D | -8.4% | +6.8% | -15.2% | -9.4% |
| 30D | -0.9% | +0.1% | -1.0% | -0.8% |
| 3M | -26.1% | -7.5% | -18.5% | -25.4% |
| 6M | -23.6% | -8.4% | -15.2% | -20.3% |
| All | -23.6% | -10.3% | -13.4% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling