+61.0%
ZM vs FIVE
+76.3%
-15.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +11.0% | +2.7% | +8.4% | +10.5% |
| 30D | +5.6% | +12.7% | -7.0% | +3.2% |
| 3M | -9.1% | +2.1% | -11.2% | -9.8% |
| 6M | -2.6% | +17.5% | -20.0% | -6.3% |
| YTD | +15.7% | +31.0% | -15.3% | +8.1% |
| 1Y | +18.8% | +67.7% | -49.0% | +5.7% |
| 3Y | +62.2% | +43.4% | +18.8% | +42.1% |
| 5Y | -60.9% | +18.1% | -78.9% | -66.4% |
| All | +61.0% | +76.3% | -15.4% | +74.8% |
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