+690.2%
ASML vs ZM
+39.9%
+650.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | -15.2% | -7.0% | -8.2% | -13.8% |
| 3M | -12.9% | -15.2% | +2.3% | -10.1% |
| 6M | -5.0% | -16.8% | +11.7% | -2.3% |
| YTD | +41.8% | +5.4% | +36.4% | +37.3% |
| 1Y | +46.0% | +9.3% | +36.7% | +40.0% |
| 3Y | +133.5% | +46.5% | +87.0% | +106.8% |
| 5Y | +93.0% | -63.8% | +156.8% | +105.6% |
| All | +690.2% | +39.9% | +650.3% | +621.8% |
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 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