+114.8%
ALL vs ZM
-67.8%
+182.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.5% | -2.1% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | -4.7% | -7.7% | +3.0% | -4.3% |
| 3M | +18.4% | -4.7% | +23.0% | +18.5% |
| 6M | +20.5% | +24.4% | -3.9% | +18.3% |
| YTD | +23.5% | +11.8% | +11.8% | +21.8% |
| 1Y | +29.0% | +13.4% | +15.6% | +27.0% |
| 3Y | +153.7% | +33.8% | +119.9% | +144.9% |
| 5Y | +114.8% | -67.2% | +181.9% | +111.5% |
| All | +114.8% | -67.8% | +182.6% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling