+13.4%
ZM vs FIVE
+65.4%
-52.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.6% | -4.9% |
| 7D | +1.6% | +3.7% | -2.0% | +1.4% |
| 30D | -7.7% | +4.0% | -11.7% | -8.1% |
| 3M | -4.7% | +36.2% | -40.9% | -7.0% |
| 6M | +24.4% | +18.0% | +6.4% | +21.7% |
| YTD | +11.8% | +34.9% | -23.1% | +7.4% |
| 1Y | +13.4% | +67.9% | -54.6% | +6.0% |
| All | +13.4% | +65.4% | -52.0% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling