+241.6%
FSLR vs ZM
+55.9%
+185.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.0% |
| 7D | 0.0% | +2.9% | -3.0% | -0.5% |
| 30D | -13.7% | +0.7% | -14.3% | -13.9% |
| 3M | -35.1% | -3.7% | -31.4% | -34.8% |
| 6M | +3.6% | +29.9% | -26.2% | -1.8% |
| YTD | -21.7% | +17.4% | -39.2% | -24.8% |
| 1Y | +1.3% | +22.4% | -21.1% | -3.4% |
| 3Y | +9.7% | +41.3% | -31.6% | +1.0% |
| 5Y | +117.4% | -66.0% | +183.4% | +132.8% |
| All | +241.6% | +55.9% | +185.7% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling