-65.4%
ZM vs FIVE
+14.2%
-79.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -5.9% | -0.3% | -5.6% | -5.9% |
| 30D | -5.2% | +17.7% | -22.8% | -9.4% |
| 3M | -11.3% | +4.0% | -15.2% | -12.8% |
| 6M | -14.5% | +2.6% | -17.1% | -16.4% |
| YTD | +4.2% | +27.6% | -23.4% | -5.4% |
| 1Y | +9.3% | +59.9% | -50.6% | -7.4% |
| 3Y | +45.4% | +35.8% | +9.6% | +27.0% |
| All | -65.4% | +14.2% | -79.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling