+33.0%
ZM vs FTI
+264.2%
-231.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | -2.7% | -5.6% | +2.9% | -2.0% |
| 30D | -10.0% | +0.4% | -10.4% | -10.1% |
| 3M | +1.6% | +8.1% | -6.5% | +0.3% |
| 6M | +25.0% | +16.7% | +8.3% | +21.4% |
| YTD | +10.6% | +70.0% | -59.3% | +0.1% |
| 1Y | +14.0% | +85.4% | -71.5% | +1.1% |
| All | +33.0% | +264.2% | -231.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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