+63.4%
ZM vs FTI
+364.6%
-301.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.2% |
| 7D | +2.9% | +5.3% | -2.3% | +3.1% |
| 30D | +0.7% | +15.3% | -14.6% | +1.1% |
| 3M | -3.7% | +15.8% | -19.5% | -3.3% |
| 6M | +29.9% | +22.6% | +7.3% | +30.7% |
| YTD | +17.4% | +79.5% | -62.1% | +19.2% |
| 1Y | +22.4% | +102.0% | -79.6% | +24.6% |
| 3Y | +41.3% | +315.8% | -274.5% | +48.6% |
| 5Y | -66.0% | +1,129.5% | -1,195.5% | -60.1% |
| All | +63.4% | +364.6% | -301.1% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling