+36.4%
BP vs ZM
+30.9%
+5.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.3% | +2.7% |
| 7D | +0.9% | +1.6% | -0.7% | +0.8% |
| 30D | +9.1% | -7.7% | +16.8% | +9.6% |
| 3M | +3.9% | -4.7% | +8.6% | +4.2% |
| 6M | +13.6% | +24.4% | -10.8% | +11.2% |
| YTD | +34.0% | +11.8% | +22.3% | +32.1% |
| 1Y | +39.2% | +13.4% | +25.8% | +36.6% |
| 3Y | +36.4% | +33.8% | +2.6% | +31.5% |
| All | +36.4% | +30.9% | +5.5% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling