-38.4%
ZM vs FGI
-70.6%
+32.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -5.9% | -7.0% | +1.1% | -5.7% |
| 30D | -5.2% | -4.2% | -0.9% | -5.1% |
| 3M | -11.3% | +55.6% | -66.9% | -13.8% |
| 6M | -14.5% | -3.2% | -11.3% | -16.2% |
| YTD | +4.2% | +29.1% | -25.0% | 0.0% |
| 1Y | +9.3% | +51.0% | -41.7% | +4.3% |
| 3Y | +45.4% | +1.5% | +43.9% | +37.0% |
| All | -38.4% | -70.6% | +32.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling