-2.5%
BND vs ZM
-67.8%
+65.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.9% |
| 30D | -1.0% | -10.0% | +9.0% | -0.8% |
| 3M | -1.2% | +1.6% | -2.8% | -1.3% |
| 6M | -2.0% | +25.0% | -27.0% | -2.6% |
| YTD | -1.2% | +10.6% | -11.8% | -1.6% |
| 1Y | -0.5% | +14.0% | -14.4% | -1.0% |
| 3Y | +12.4% | +32.5% | -20.1% | +11.1% |
| 5Y | -2.5% | -68.3% | +65.9% | -2.9% |
| All | -2.5% | -67.8% | +65.4% | -2.9% |
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 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