+304.0%
B vs ZM
+48.0%
+256.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +9.5% | -10.3% | +19.8% | +10.3% |
| 3M | +14.3% | -0.7% | +15.0% | +14.2% |
| 6M | -1.9% | +24.8% | -26.7% | -3.9% |
| YTD | +4.1% | +11.5% | -7.4% | +2.6% |
| 1Y | +56.1% | +12.3% | +43.8% | +53.6% |
| 3Y | +202.0% | +33.5% | +168.5% | +191.3% |
| 5Y | +158.8% | -67.5% | +226.3% | +165.6% |
| All | +304.0% | +48.0% | +256.0% | +317.8% |
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