+55.1%
ZM vs FCUV
-99.6%
+154.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.8% | -0.2% |
| 7D | +0.3% | -63.8% | +64.1% | +1.1% |
| 30D | -10.3% | -14.7% | +4.4% | -10.7% |
| 3M | -0.7% | +65.3% | -66.0% | -6.4% |
| 6M | +24.8% | -68.5% | +93.3% | +19.7% |
| YTD | +11.5% | -83.0% | +94.5% | +7.8% |
| 1Y | +12.3% | -94.4% | +106.7% | +10.3% |
| 3Y | +33.5% | -99.3% | +132.7% | +31.2% |
| 5Y | -67.5% | -99.9% | +32.4% | -67.5% |
| All | +55.1% | -99.6% | +154.7% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling