+313.9%
BNY vs ZM
+46.9%
+267.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | -1.1% | -2.7% | +1.7% | -1.0% |
| 30D | +1.4% | -10.0% | +11.4% | +1.7% |
| 3M | +16.8% | +1.6% | +15.2% | +16.6% |
| 6M | +42.0% | +25.0% | +17.0% | +40.6% |
| YTD | +41.9% | +10.6% | +31.3% | +41.0% |
| 1Y | +59.2% | +14.0% | +45.2% | +58.0% |
| 3Y | +290.9% | +32.5% | +258.4% | +285.5% |
| 5Y | +259.0% | -68.3% | +327.4% | +227.7% |
| All | +313.9% | +46.9% | +267.0% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling