+38.3%
ZM vs FGI
-4.4%
+42.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.5% | -4.3% | +3.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +0.7% | +65.4% | -64.7% | -1.5% |
| 3M | -3.7% | +23.5% | -27.2% | -5.4% |
| 6M | +29.9% | +60.5% | -30.7% | +25.9% |
| YTD | +17.4% | +30.0% | -12.6% | +14.2% |
| 1Y | +22.4% | +82.1% | -59.7% | +18.4% |
| All | +38.3% | -4.4% | +42.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling