+149.5%
BAC vs ZM
+46.9%
+102.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | -0.3% | -2.7% | +2.5% | -0.2% |
| 30D | -1.8% | -10.0% | +8.2% | -1.6% |
| 3M | +15.3% | +1.6% | +13.7% | +15.2% |
| 6M | +30.2% | +25.0% | +5.2% | +29.7% |
| YTD | +15.6% | +10.6% | +4.9% | +15.3% |
| 1Y | +27.5% | +14.0% | +13.5% | +27.1% |
| 3Y | +137.0% | +32.5% | +104.6% | +136.0% |
| 5Y | +75.6% | -68.3% | +143.9% | +54.7% |
| All | +149.5% | +46.9% | +102.7% | +144.2% |
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