+22.4%
ZM vs FDS
-17.4%
+39.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.5% | +6.8% | +4.4% |
| 7D | +2.9% | -1.9% | +4.8% | +3.5% |
| 30D | +0.7% | +9.0% | -8.3% | -2.3% |
| 3M | -3.7% | +18.9% | -22.5% | -10.0% |
| 6M | +29.9% | +35.1% | -5.3% | +16.4% |
| YTD | +17.4% | +5.5% | +11.9% | +10.9% |
| 1Y | +22.4% | -16.8% | +39.2% | +17.0% |
| All | +22.4% | -17.4% | +39.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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