-68.3%
ZM vs USFR
+20.4%
-88.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -10.0% | +0.3% | -10.3% | -10.4% |
| 3M | +1.6% | +1.0% | +0.6% | +0.4% |
| 6M | +25.0% | +1.9% | +23.1% | +22.4% |
| YTD | +10.6% | +2.7% | +8.0% | +7.2% |
| 1Y | +14.0% | +4.0% | +9.9% | +8.0% |
| 3Y | +32.5% | +14.1% | +18.4% | +11.8% |
| 5Y | -68.3% | +20.5% | -88.8% | -74.1% |
| All | -68.3% | +20.4% | -88.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling