+12.8%
ZM vs FIGR
-3.1%
+15.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.3% |
| 7D | -5.7% | -3.0% | -2.7% | -5.6% |
| 30D | -9.1% | +13.7% | -22.8% | -9.4% |
| 3M | +3.5% | +23.9% | -20.4% | +2.8% |
| 6M | +25.7% | -8.4% | +34.1% | +25.5% |
| YTD | +10.8% | -14.6% | +25.4% | +10.4% |
| 1Y | +12.8% | +12.1% | +0.7% | +11.8% |
| All | +12.8% | -3.1% | +15.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling