+17.8%
ZM vs FIGR
-29.9%
+47.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.2% |
| 7D | +11.0% | +11.0% | +0.1% | +10.4% |
| 30D | +5.6% | +0.7% | +5.0% | +5.4% |
| 3M | -9.1% | -20.9% | +11.8% | -8.4% |
| 6M | -2.6% | -37.7% | +35.2% | -1.3% |
| YTD | +15.7% | -38.2% | +53.9% | +16.5% |
| 1Y | +18.8% | -27.1% | +45.8% | +19.0% |
| All | +17.8% | -29.9% | +47.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling