+22.4%
ZM vs FCUV
-81.1%
+103.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -13.7% | +16.9% | +3.4% |
| 7D | +2.9% | +62.8% | -59.9% | +2.5% |
| 30D | +0.7% | +66.5% | -65.8% | 0.0% |
| 3M | -3.7% | +459.9% | -463.6% | -8.2% |
| 6M | +29.9% | -12.4% | +42.2% | +24.5% |
| YTD | +17.4% | -47.5% | +65.0% | +13.6% |
| 1Y | +22.4% | -80.5% | +102.9% | +20.8% |
| All | +22.4% | -81.1% | +103.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling