+43.3%
ZM vs FN
+389.1%
-345.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +11.0% | -1.5% |
| 7D | -9.1% | -16.0% | +6.9% | -7.3% |
| 30D | -5.7% | -40.1% | +34.4% | -0.1% |
| 3M | -11.7% | -43.9% | +32.2% | -6.4% |
| 6M | -18.6% | -55.6% | +37.0% | -12.2% |
| YTD | +2.9% | -35.7% | +38.6% | +3.6% |
| 1Y | +6.3% | -39.8% | +46.1% | +7.6% |
| 3Y | +41.0% | +80.3% | -39.3% | +11.6% |
| 5Y | -66.4% | +143.3% | -209.7% | -76.3% |
| All | +43.3% | +389.1% | -345.8% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling