+13.8%
ZM vs FIGR
+6.3%
+7.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.4% | -11.2% | -5.1% |
| 7D | +1.6% | +13.5% | -11.9% | +1.1% |
| 30D | -7.7% | +33.7% | -41.4% | -8.5% |
| 3M | -4.7% | +37.3% | -42.0% | -5.7% |
| 6M | +24.4% | +25.5% | -1.1% | +22.9% |
| YTD | +11.8% | -6.3% | +18.1% | +11.0% |
| All | +13.8% | +6.3% | +7.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling