+47.9%
ZM vs FN
+510.9%
-463.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.9% | -9.8% | +0.6% |
| 7D | -0.3% | +16.3% | -16.6% | -2.5% |
| 30D | -6.2% | -24.7% | +18.6% | -3.5% |
| 3M | -12.2% | -34.9% | +22.7% | -8.7% |
| 6M | -16.0% | -41.1% | +25.1% | -12.6% |
| YTD | +6.3% | -19.6% | +25.9% | +4.0% |
| 1Y | +12.3% | -18.5% | +30.8% | +9.1% |
| 3Y | +51.2% | +119.1% | -67.9% | +17.0% |
| 5Y | -64.5% | +206.9% | -271.5% | -75.6% |
| All | +47.9% | +510.9% | -463.0% | -5.9% |
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