+13.4%
ZM vs FE
+11.0%
+2.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -5.2% |
| 7D | +1.6% | +0.6% | +1.0% | +2.0% |
| 30D | -7.7% | -2.1% | -5.6% | -8.7% |
| 3M | -4.7% | +2.6% | -7.3% | -2.6% |
| 6M | +24.4% | -6.8% | +31.2% | +21.4% |
| YTD | +11.8% | +6.9% | +4.9% | +19.1% |
| 1Y | +13.4% | +11.6% | +1.8% | +18.3% |
| All | +13.4% | +11.0% | +2.3% | +18.3% |
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