+211.9%
ALL vs ZM
+48.0%
+163.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.2% | +0.3% | -2.6% | -2.2% |
| 30D | -5.6% | -10.3% | +4.7% | -5.5% |
| 3M | +17.2% | -0.7% | +17.9% | +17.2% |
| 6M | +23.2% | +24.8% | -1.6% | +22.9% |
| YTD | +23.6% | +11.5% | +12.1% | +23.3% |
| 1Y | +29.2% | +12.3% | +16.8% | +28.8% |
| 3Y | +153.8% | +33.5% | +120.4% | +152.5% |
| 5Y | +116.1% | -67.5% | +183.6% | +108.6% |
| All | +211.9% | +48.0% | +163.9% | +180.3% |
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