+121.8%
ADP vs ZM
+39.9%
+81.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.2% |
| 30D | +12.8% | -7.0% | +19.7% | +13.3% |
| 3M | +12.3% | -15.2% | +27.5% | +13.5% |
| 6M | +45.4% | -16.8% | +62.2% | +46.9% |
| YTD | +21.4% | +5.4% | +16.0% | +20.6% |
| 1Y | +23.7% | +9.3% | +14.4% | +22.5% |
| 3Y | +43.6% | +46.5% | -2.9% | +39.5% |
| 5Y | +48.7% | -63.8% | +112.5% | +44.6% |
| All | +121.8% | +39.9% | +81.9% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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