-33.9%
ZM vs FGI
-69.8%
+35.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -4.9% |
| 7D | +1.6% | +5.2% | -3.5% | +1.5% |
| 30D | -7.7% | +65.2% | -72.9% | -10.3% |
| 3M | -4.7% | +30.2% | -34.8% | -7.0% |
| 6M | +24.4% | +87.8% | -63.4% | +18.6% |
| YTD | +11.8% | +32.5% | -20.7% | +7.4% |
| 1Y | +13.4% | +93.6% | -80.2% | +6.4% |
| 3Y | +33.8% | -2.6% | +36.4% | +26.8% |
| All | -33.9% | -69.8% | +35.9% | -35.0% |
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