-30.5%
ZM vs FGI
-70.4%
+39.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.5% | -4.3% | +3.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | +0.7% | +65.4% | -64.7% | -2.2% |
| 3M | -3.7% | +23.5% | -27.2% | -5.9% |
| 6M | +29.9% | +60.5% | -30.7% | +24.2% |
| YTD | +17.4% | +30.0% | -12.6% | +12.9% |
| 1Y | +22.4% | +82.1% | -59.7% | +15.1% |
| 3Y | +41.3% | -4.4% | +45.7% | +33.9% |
| All | -30.5% | -70.4% | +39.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling