+63.4%
ZM vs FE
+57.9%
+5.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.2% |
| 7D | +2.9% | +1.9% | +1.0% | +3.0% |
| 30D | +0.7% | -1.2% | +1.8% | +0.7% |
| 3M | -3.7% | +3.5% | -7.2% | -3.6% |
| 6M | +29.9% | -6.1% | +35.9% | +29.9% |
| YTD | +17.4% | +7.6% | +9.8% | +17.5% |
| 1Y | +22.4% | +11.9% | +10.5% | +22.4% |
| 3Y | +41.3% | +48.4% | -7.1% | +41.1% |
| 5Y | -66.0% | +44.8% | -110.8% | -65.9% |
| All | +63.4% | +57.9% | +5.5% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling