+110.0%
ALL vs ZM
+45.0%
+65.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.5% |
| 7D | -1.9% | -5.9% | +3.9% | -1.7% |
| 30D | +13.8% | -5.2% | +18.9% | +13.9% |
| 3M | -7.0% | -11.3% | +4.3% | -6.6% |
| 6M | +18.0% | -14.5% | +32.5% | +18.4% |
| YTD | +24.2% | +4.2% | +20.0% | +22.7% |
| 1Y | +31.2% | +9.3% | +21.9% | +29.0% |
| All | +110.0% | +45.0% | +65.0% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling