+37.5%
ZM vs FIVE
+56.0%
-18.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.9% | +2.7% |
| 7D | +2.9% | +4.3% | -1.3% | +2.5% |
| 30D | +0.7% | +12.5% | -11.8% | -0.8% |
| 3M | -3.7% | +31.2% | -34.9% | -6.8% |
| 6M | +29.9% | +14.4% | +15.5% | +27.1% |
| YTD | +17.4% | +33.9% | -16.5% | +12.5% |
| 1Y | +22.4% | +65.1% | -42.7% | +14.0% |
| All | +37.5% | +56.0% | -18.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling