-68.1%
ZM vs FTV
-0.7%
-67.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +1.1% |
| 30D | -10.3% | -9.5% | -0.8% | -4.8% |
| 3M | -0.7% | -10.9% | +10.2% | +5.8% |
| 6M | +24.8% | -0.6% | +25.4% | +23.3% |
| YTD | +11.5% | +1.4% | +10.0% | +7.0% |
| 1Y | +12.3% | +17.6% | -5.3% | -3.6% |
| 3Y | +33.5% | -3.3% | +36.7% | +28.0% |
| All | -68.1% | -0.7% | -67.4% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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