+47.9%
ZM vs FIVE
+81.4%
-33.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.0% |
| 7D | -0.3% | +6.2% | -6.5% | -1.5% |
| 30D | -6.2% | +18.2% | -24.3% | -9.1% |
| 3M | -12.2% | +3.8% | -16.1% | -13.2% |
| 6M | -16.0% | +13.7% | -29.8% | -18.8% |
| YTD | +6.3% | +34.7% | -28.4% | -1.1% |
| 1Y | +12.3% | +66.6% | -54.4% | +0.1% |
| 3Y | +51.2% | +44.3% | +6.9% | +32.5% |
| 5Y | -64.5% | +18.8% | -83.3% | -69.7% |
| All | +47.9% | +81.4% | -33.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling