-67.1%
ZM vs FANG
+232.6%
-299.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.7% | +2.9% | -8.6% | -6.1% |
| 30D | -9.1% | +2.6% | -11.7% | -9.5% |
| 3M | +3.5% | +7.6% | -4.1% | +2.2% |
| 6M | +25.7% | +17.3% | +8.3% | +22.3% |
| YTD | +10.8% | +38.7% | -27.9% | +4.9% |
| 1Y | +12.8% | +51.6% | -38.9% | +5.1% |
| 3Y | +33.1% | +50.0% | -16.8% | +21.8% |
| All | -67.1% | +232.6% | -299.7% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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