+9.3%
ZM vs FN
-33.3%
+42.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.5% | +0.6% |
| 7D | -5.9% | 0.0% | -5.8% | -6.0% |
| 30D | -5.2% | -34.3% | +29.2% | -4.1% |
| 3M | -11.3% | -39.9% | +28.6% | -10.2% |
| 6M | -14.5% | -51.8% | +37.3% | -13.1% |
| YTD | +4.2% | -28.1% | +32.3% | +3.4% |
| 1Y | +9.3% | -29.1% | +38.4% | +8.0% |
| All | +9.3% | -33.3% | +42.6% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling