+54.1%
ZM vs FCUV
-99.6%
+153.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -5.7% | -66.5% | +60.8% | -4.8% |
| 30D | -9.1% | +5.0% | -14.1% | -9.7% |
| 3M | +3.5% | +63.8% | -60.3% | -2.4% |
| 6M | +25.7% | -67.8% | +93.5% | +20.6% |
| YTD | +10.8% | -82.4% | +93.2% | +7.1% |
| 1Y | +12.8% | -94.7% | +107.5% | +10.9% |
| 3Y | +33.1% | -99.3% | +132.4% | +30.9% |
| 5Y | -68.3% | -99.9% | +31.6% | -68.3% |
| All | +54.1% | -99.6% | +153.7% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling