+127.5%
C vs ZM
+39.9%
+87.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.4% | -1.0% | +0.7% | -0.3% |
| 30D | -5.2% | -7.0% | +1.8% | -4.9% |
| 3M | -9.1% | -15.2% | +6.1% | -8.6% |
| 6M | -1.6% | -16.8% | +15.2% | -1.1% |
| YTD | +6.9% | +5.4% | +1.6% | +6.4% |
| 1Y | +23.0% | +9.3% | +13.6% | +22.2% |
| 3Y | +216.1% | +46.5% | +169.7% | +212.2% |
| 5Y | +112.2% | -63.8% | +176.1% | +94.4% |
| All | +127.5% | +39.9% | +87.7% | +106.6% |
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