+219.2%
ALL vs ZM
+55.9%
+163.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.4% |
| 7D | 0.0% | +2.9% | -2.9% | 0.0% |
| 30D | -1.5% | +0.7% | -2.2% | -1.5% |
| 3M | +23.6% | -3.7% | +27.3% | +23.6% |
| 6M | +22.3% | +29.9% | -7.5% | +21.9% |
| YTD | +26.5% | +17.4% | +9.1% | +26.2% |
| 1Y | +27.0% | +22.4% | +4.6% | +26.6% |
| 3Y | +149.6% | +41.3% | +108.3% | +148.1% |
| 5Y | +118.1% | -66.0% | +184.1% | +110.3% |
| All | +219.2% | +55.9% | +163.3% | +186.8% |
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