-36.0%
BABA vs ZM
+48.4%
-84.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.6% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | -12.3% | -7.7% | -4.6% | -11.0% |
| 3M | -5.3% | -4.7% | -0.7% | -4.7% |
| 6M | -13.1% | +24.4% | -37.5% | -18.4% |
| YTD | -22.4% | +11.8% | -34.2% | -25.8% |
| 1Y | -19.5% | +13.4% | -32.8% | -23.5% |
| 3Y | +32.9% | +33.8% | -0.9% | +19.5% |
| 5Y | -29.9% | -67.2% | +37.3% | -23.5% |
| All | -36.0% | +48.4% | -84.3% | -42.1% |
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 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