+9.6%
ZM vs FGI
+38.7%
-29.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.2% |
| 7D | -8.4% | +3.3% | -11.7% | -8.6% |
| 30D | -1.9% | -2.0% | +0.1% | -1.9% |
| 3M | -10.1% | +60.3% | -70.3% | -13.7% |
| 6M | -13.9% | +0.7% | -14.6% | -15.9% |
| YTD | +6.4% | +30.2% | -23.7% | 0.0% |
| 1Y | +9.6% | +44.4% | -34.8% | -4.3% |
| All | +9.6% | +38.7% | -29.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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