+222.4%
ALL vs ZM
+50.9%
+171.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.9% | -7.5% | +0.3% |
| 7D | -2.6% | +6.8% | -9.4% | -2.6% |
| 30D | +12.7% | +0.1% | +12.6% | +12.7% |
| 3M | +0.4% | -7.5% | +7.9% | +0.5% |
| 6M | +23.8% | -8.4% | +32.2% | +23.8% |
| YTD | +27.8% | +13.7% | +14.1% | +27.4% |
| 1Y | +28.9% | +15.9% | +12.9% | +28.5% |
| 3Y | +113.9% | +58.0% | +55.8% | +112.6% |
| 5Y | +157.4% | -60.4% | +217.8% | +149.6% |
| All | +222.4% | +50.9% | +171.5% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling