+54.1%
ZM vs FDS
+8.4%
+45.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -5.7% | -14.0% | +8.3% | -0.6% |
| 30D | -9.1% | -6.2% | -2.9% | -7.1% |
| 3M | +3.5% | +10.2% | -6.6% | -0.6% |
| 6M | +25.7% | +27.4% | -1.8% | +14.5% |
| YTD | +10.8% | -9.3% | +20.0% | +12.3% |
| 1Y | +12.8% | -28.6% | +41.4% | +23.3% |
| 3Y | +33.1% | -36.8% | +70.0% | +50.7% |
| 5Y | -68.3% | -28.6% | -39.7% | -65.0% |
| All | +54.1% | +8.4% | +45.8% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling