+229.1%
ALL vs ZM
+53.5%
+175.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.3% |
| 7D | +5.0% | +11.0% | -6.0% | +4.9% |
| 30D | +13.3% | +5.6% | +7.7% | +13.3% |
| 3M | +3.2% | -9.1% | +12.3% | +3.3% |
| 6M | +25.3% | -2.6% | +27.9% | +25.3% |
| YTD | +30.5% | +15.7% | +14.8% | +30.1% |
| 1Y | +29.2% | +18.8% | +10.4% | +28.8% |
| 3Y | +119.1% | +62.2% | +56.9% | +117.8% |
| 5Y | +162.6% | -60.9% | +223.5% | +154.4% |
| All | +229.1% | +53.5% | +175.6% | +195.7% |
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