+63.4%
ZM vs FTV
+5.8%
+57.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.5% |
| 7D | +2.9% | -4.5% | +7.4% | +3.9% |
| 30D | +0.7% | -7.1% | +7.7% | +2.2% |
| 3M | -3.7% | -7.2% | +3.5% | -2.4% |
| 6M | +29.9% | -1.5% | +31.4% | +29.9% |
| YTD | +17.4% | +3.5% | +14.0% | +15.9% |
| 1Y | +22.4% | +20.3% | +2.0% | +16.8% |
| 3Y | +41.3% | -3.1% | +44.4% | +39.8% |
| 5Y | -66.0% | +2.3% | -68.4% | -68.9% |
| All | +63.4% | +5.8% | +57.6% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling