+155.0%
C vs ZM
+48.0%
+107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +2.6% | +0.3% | +2.2% | +2.6% |
| 30D | +1.9% | -10.3% | +12.2% | +2.3% |
| 3M | +2.8% | -0.7% | +3.5% | +2.7% |
| 6M | +30.6% | +24.8% | +5.7% | +29.3% |
| YTD | +19.9% | +11.5% | +8.4% | +19.1% |
| 1Y | +44.6% | +12.3% | +32.2% | +43.5% |
| 3Y | +272.1% | +33.5% | +238.7% | +267.0% |
| 5Y | +132.0% | -67.5% | +199.5% | +109.2% |
| All | +155.0% | +48.0% | +107.1% | +131.2% |
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