+887.5%
ANET vs ZM
+47.0%
+840.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -5.7% | +8.7% | +3.9% |
| 30D | -5.2% | -9.1% | +3.9% | -4.0% |
| 3M | +27.6% | +3.5% | +24.1% | +26.1% |
| 6M | +44.4% | +25.7% | +18.7% | +37.9% |
| YTD | +52.3% | +10.8% | +41.6% | +48.1% |
| 1Y | +30.4% | +12.8% | +17.6% | +26.3% |
| 3Y | +313.3% | +33.1% | +280.1% | +287.2% |
| 5Y | +810.0% | -68.3% | +878.3% | +819.5% |
| All | +887.5% | +47.0% | +840.5% | +857.2% |
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