+61.0%
ZM vs USFR
+23.7%
+37.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +11.0% | +0.1% | +11.0% | +11.2% |
| 30D | +5.6% | +0.4% | +5.3% | +6.7% |
| 3M | -9.1% | +1.1% | -10.2% | -6.4% |
| 6M | -2.6% | +2.0% | -4.6% | +3.1% |
| YTD | +15.7% | +3.5% | +12.2% | +27.3% |
| 1Y | +18.8% | +4.1% | +14.7% | +32.8% |
| 3Y | +62.2% | +14.4% | +47.8% | +140.1% |
| 5Y | -60.9% | +21.4% | -82.3% | -27.3% |
| All | +61.0% | +23.7% | +37.3% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling