+17.6%
ZM vs FRMI
-78.1%
+95.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.2% |
| 7D | -5.7% | +7.4% | -13.1% | -5.5% |
| 30D | -9.1% | -27.6% | +18.5% | -9.9% |
| 3M | +3.5% | -20.9% | +24.4% | +3.2% |
| 6M | +25.7% | -36.6% | +62.3% | +26.1% |
| YTD | +10.8% | -31.3% | +42.0% | +11.3% |
| All | +17.6% | -78.1% | +95.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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