+54.1%
ZM vs FND
+2.5%
+51.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.7% | -5.8% | +0.1% | -4.1% |
| 30D | -9.1% | -20.2% | +11.1% | -3.4% |
| 3M | +3.5% | -12.0% | +15.5% | +6.4% |
| 6M | +25.7% | -18.5% | +44.2% | +30.3% |
| YTD | +10.8% | -22.3% | +33.0% | +15.0% |
| 1Y | +12.8% | -47.6% | +60.4% | +31.4% |
| 3Y | +33.1% | -49.8% | +82.9% | +49.0% |
| 5Y | -68.3% | -63.0% | -5.3% | -63.9% |
| All | +54.1% | +2.5% | +51.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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