+91.4%
ADP vs ZM
+48.0%
+43.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -5.7% | +0.3% | -6.0% | -5.7% |
| 30D | -3.1% | -10.3% | +7.2% | -2.4% |
| 3M | +15.6% | -0.7% | +16.3% | +15.5% |
| 6M | +20.8% | +24.8% | -4.0% | +19.0% |
| YTD | +4.7% | +11.5% | -6.7% | +3.7% |
| 1Y | -8.3% | +12.3% | -20.6% | -9.3% |
| 3Y | +13.6% | +33.5% | -19.9% | +10.7% |
| 5Y | +45.0% | -67.5% | +112.5% | +40.1% |
| All | +91.4% | +48.0% | +43.4% | +66.3% |
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