-67.2%
ZM vs FDS
-20.4%
-46.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.3% | -0.5% | -2.8% |
| 7D | +1.6% | -5.4% | +7.0% | +4.3% |
| 30D | -7.7% | +1.6% | -9.3% | -8.5% |
| 3M | -4.7% | +17.7% | -22.4% | -12.8% |
| 6M | +24.4% | +29.1% | -4.6% | +8.1% |
| YTD | +11.8% | +1.0% | +10.8% | +9.3% |
| 1Y | +13.4% | -21.6% | +35.0% | +26.6% |
| 3Y | +33.8% | -30.1% | +63.9% | +55.0% |
| 5Y | -67.2% | -20.7% | -46.4% | -60.5% |
| All | -67.2% | -20.4% | -46.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling