+166.1%
B vs ZM
+42.4%
+123.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | +9.6% | -5.9% | +15.5% | +10.2% |
| 30D | +3.5% | -5.2% | +8.7% | +4.1% |
| 3M | -1.6% | -11.3% | +9.7% | -0.5% |
| 6M | -1.7% | -14.5% | +12.8% | -0.3% |
| YTD | -5.3% | +4.2% | -9.5% | -6.5% |
| 1Y | +27.2% | +9.3% | +17.9% | +24.8% |
| 3Y | +166.1% | +45.4% | +120.7% | +142.8% |
| All | +166.1% | +42.4% | +123.8% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling