+72.9%
BAC vs ZM
-67.8%
+140.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.4% | +0.3% |
| 7D | +1.2% | +1.6% | -0.5% | +0.9% |
| 30D | -0.7% | -7.7% | +7.0% | +0.4% |
| 3M | +16.9% | -4.7% | +21.6% | +17.3% |
| 6M | +29.6% | +24.4% | +5.2% | +23.1% |
| YTD | +15.3% | +11.8% | +3.5% | +11.0% |
| 1Y | +28.8% | +13.4% | +15.5% | +23.5% |
| 3Y | +136.4% | +33.8% | +102.6% | +117.0% |
| 5Y | +72.9% | -67.2% | +140.1% | +63.8% |
| All | +72.9% | -67.8% | +140.7% | +63.8% |
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 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