+333.8%
BX vs ZM
+47.0%
+286.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -5.6% | -5.7% | +0.1% | -4.6% |
| 30D | -12.2% | -9.1% | -3.1% | -10.7% |
| 3M | +7.4% | +3.5% | +3.9% | +6.4% |
| 6M | +22.2% | +25.7% | -3.5% | +15.9% |
| YTD | -14.0% | +10.8% | -24.8% | -16.8% |
| 1Y | -27.3% | +12.8% | -40.1% | -30.0% |
| 3Y | +24.5% | +33.1% | -8.6% | +15.4% |
| 5Y | +18.9% | -68.3% | +87.2% | +19.5% |
| All | +333.8% | +47.0% | +286.7% | +306.9% |
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