+314.1%
BNY vs ZM
+47.0%
+267.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -5.7% | +4.4% | -1.1% |
| 30D | -0.2% | -9.1% | +8.9% | +0.1% |
| 3M | +14.9% | +3.5% | +11.4% | +14.7% |
| 6M | +40.0% | +25.7% | +14.3% | +38.6% |
| YTD | +42.0% | +10.8% | +31.2% | +41.1% |
| 1Y | +56.9% | +12.8% | +44.1% | +55.7% |
| 3Y | +289.9% | +33.1% | +256.7% | +284.5% |
| 5Y | +259.2% | -68.3% | +327.5% | +227.8% |
| All | +314.1% | +47.0% | +267.0% | +284.0% |
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