+15.3%
ZM vs FE
+4.7%
+10.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +10.0% | -0.3% | +10.3% | +9.8% |
| 30D | -0.5% | +3.9% | -4.3% | +1.8% |
| 3M | -7.1% | -0.1% | -7.0% | -7.1% |
| 6M | -5.1% | +6.1% | -11.2% | -0.7% |
| YTD | +13.2% | +8.1% | +5.2% | +26.0% |
| 1Y | +15.3% | +4.4% | +10.9% | +25.1% |
| All | +15.3% | +4.7% | +10.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling