+58.2%
ZM vs FDS
+39.7%
+18.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +7.0% |
| 7D | +6.8% | -2.1% | +8.9% | +7.6% |
| 30D | +0.1% | +16.0% | -15.9% | -5.2% |
| 3M | -7.5% | +18.8% | -26.3% | -13.5% |
| 6M | -8.4% | +54.1% | -62.5% | -22.3% |
| YTD | +13.7% | +17.0% | -3.3% | +4.9% |
| 1Y | +15.9% | +25.5% | -9.6% | +4.2% |
| 3Y | +58.0% | -23.3% | +81.3% | +66.3% |
| 5Y | -60.4% | -22.6% | -37.8% | -59.2% |
| All | +58.2% | +39.7% | +18.5% | +57.1% |
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