+102.2%
BAC vs ZM
+39.9%
+62.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | -1.0% | +3.1% | +2.1% |
| 30D | -6.7% | -7.0% | +0.3% | -6.6% |
| 3M | -20.2% | -15.2% | -5.0% | -20.1% |
| 6M | -0.2% | -16.8% | +16.5% | 0.0% |
| YTD | -6.4% | +5.4% | -11.7% | -6.6% |
| 1Y | -3.1% | +9.3% | -12.4% | -3.3% |
| 3Y | +96.7% | +46.5% | +50.3% | +96.6% |
| 5Y | +21.3% | -63.8% | +85.1% | +9.0% |
| All | +102.2% | +39.9% | +62.3% | +97.9% |
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