+21.9%
BAC vs ZM
-64.9%
+86.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.9% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -6.9% | -6.2% | -0.8% | -6.0% |
| 3M | -19.6% | -12.2% | -7.3% | -18.1% |
| 6M | -0.5% | -16.0% | +15.6% | +1.7% |
| YTD | -6.6% | +6.3% | -12.9% | -9.4% |
| 1Y | -3.0% | +12.3% | -15.2% | -7.0% |
| 3Y | +97.3% | +51.2% | +46.1% | +77.3% |
| 5Y | +21.9% | -64.5% | +86.4% | +6.6% |
| All | +21.9% | -64.9% | +86.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling