-65.4%
ZM vs FE
+42.2%
-107.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -5.9% | -1.0% | -4.9% | -5.8% |
| 30D | -5.2% | +4.1% | -9.3% | -5.6% |
| 3M | -11.3% | -1.0% | -10.3% | -11.2% |
| 6M | -14.5% | +4.0% | -18.5% | -15.1% |
| YTD | +4.2% | +6.8% | -2.7% | +2.5% |
| 1Y | +9.3% | +5.3% | +4.0% | +7.8% |
| 3Y | +45.4% | +44.6% | +0.8% | +31.3% |
| All | -65.4% | +42.2% | -107.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling