+33.8%
ZM vs FN
+175.0%
-141.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.0% | -5.0% |
| 7D | +1.6% | +3.5% | -1.9% | +1.4% |
| 30D | -7.7% | -26.0% | +18.3% | -6.1% |
| 3M | -4.7% | -33.3% | +28.6% | -2.6% |
| 6M | +24.4% | -14.9% | +39.4% | +23.0% |
| YTD | +11.8% | -8.6% | +20.3% | +9.4% |
| 1Y | +13.4% | +12.3% | +1.0% | +8.1% |
| 3Y | +33.8% | +174.4% | -140.6% | +3.8% |
| All | +33.8% | +175.0% | -141.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling