-37.7%
ZM vs FGI
-70.0%
+32.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | -7.0% | -3.4% | -3.6% | -7.0% |
| 3M | -15.2% | +61.8% | -77.0% | -17.7% |
| 6M | -16.8% | +17.0% | -33.8% | -18.8% |
| YTD | +5.4% | +31.4% | -26.0% | +1.1% |
| 1Y | +9.3% | +42.7% | -33.3% | +4.4% |
| 3Y | +46.5% | -0.1% | +46.6% | +38.4% |
| All | -37.7% | -70.0% | +32.4% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling