+55.5%
ZM vs USFR
+22.7%
+32.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.9% | -4.7% |
| 7D | +1.6% | +0.1% | +1.6% | +1.8% |
| 30D | -7.7% | +0.3% | -8.0% | -6.9% |
| 3M | -4.7% | +1.0% | -5.6% | -2.1% |
| 6M | +24.4% | +1.9% | +22.5% | +31.3% |
| YTD | +11.8% | +2.7% | +9.1% | +20.2% |
| 1Y | +13.4% | +4.0% | +9.3% | +26.2% |
| 3Y | +33.8% | +14.0% | +19.8% | +96.6% |
| 5Y | -67.2% | +20.4% | -87.6% | -40.5% |
| All | +55.5% | +22.7% | +32.8% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling