+57.6%
ZM vs FE
+58.5%
-1.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | -0.5% | +3.9% | -4.3% | -0.4% |
| 3M | -7.1% | -0.1% | -7.0% | -7.1% |
| 6M | -5.1% | +6.1% | -11.2% | -5.0% |
| YTD | +13.2% | +8.1% | +5.2% | +13.3% |
| 1Y | +15.3% | +4.4% | +10.9% | +15.4% |
| 3Y | +57.4% | +49.0% | +8.4% | +57.2% |
| 5Y | -61.7% | +46.1% | -107.8% | -61.5% |
| All | +57.6% | +58.5% | -1.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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