+16.4%
B vs ZM
+11.0%
+5.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | +7.1% | -1.0% | +8.1% | +7.2% |
| 30D | -3.3% | -7.0% | +3.7% | -2.9% |
| 3M | -2.5% | -15.2% | +12.7% | -2.1% |
| 6M | -7.2% | -16.8% | +9.5% | -6.4% |
| YTD | -7.4% | +5.4% | -12.7% | -6.7% |
| 1Y | +16.4% | +9.3% | +7.1% | +18.1% |
| All | +16.4% | +11.0% | +5.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling