+1,894.5%
BE vs ZM
+46.9%
+1,847.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +9.7% | -2.7% | +12.5% | +10.5% |
| 30D | +22.4% | -10.0% | +32.4% | +25.7% |
| 3M | +10.4% | +1.6% | +8.8% | +7.9% |
| 6M | +67.9% | +25.0% | +42.9% | +51.9% |
| YTD | +197.5% | +10.6% | +186.9% | +176.3% |
| 1Y | +310.6% | +14.0% | +296.6% | +276.2% |
| 3Y | +1,657.2% | +32.5% | +1,624.8% | +1,415.1% |
| 5Y | +1,218.2% | -68.3% | +1,286.5% | +1,389.1% |
| All | +1,894.5% | +46.9% | +1,847.7% | +2,076.9% |
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