-60.4%
ZM vs FN
+212.0%
-272.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.9% | +2.0% | +7.1% |
| 7D | +6.8% | +8.0% | -1.2% | +5.4% |
| 30D | +0.1% | -19.1% | +19.3% | +2.4% |
| 3M | -7.5% | -29.8% | +22.3% | -4.3% |
| 6M | -8.4% | -43.2% | +34.7% | -3.7% |
| YTD | +13.7% | -18.9% | +32.6% | +10.2% |
| 1Y | +15.9% | -17.9% | +33.8% | +11.5% |
| 3Y | +58.0% | +120.1% | -62.1% | +10.0% |
| 5Y | -60.4% | +206.7% | -267.1% | -80.2% |
| All | -60.4% | +212.0% | -272.4% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling