+58.2%
ZM vs FN
+516.0%
-457.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.9% | +2.0% | +7.2% |
| 7D | +6.8% | +8.0% | -1.2% | +5.6% |
| 30D | +0.1% | -19.1% | +19.3% | +2.2% |
| 3M | -7.5% | -29.8% | +22.3% | -4.7% |
| 6M | -8.4% | -43.2% | +34.7% | -4.2% |
| YTD | +13.7% | -18.9% | +32.6% | +11.1% |
| 1Y | +15.9% | -17.9% | +33.8% | +12.7% |
| 3Y | +58.0% | +120.1% | -62.1% | +22.3% |
| 5Y | -60.4% | +206.7% | -267.1% | -72.8% |
| All | +58.2% | +516.0% | -457.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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