+131.6%
C vs ZM
-67.8%
+199.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.2% |
| 7D | +3.2% | +1.6% | +1.5% | +2.8% |
| 30D | +1.3% | -7.7% | +9.0% | +2.6% |
| 3M | +3.1% | -4.7% | +7.8% | +3.5% |
| 6M | +29.6% | +24.4% | +5.2% | +22.5% |
| YTD | +19.0% | +11.8% | +7.2% | +14.2% |
| 1Y | +45.6% | +13.4% | +32.3% | +39.2% |
| 3Y | +269.3% | +33.8% | +235.4% | +236.4% |
| 5Y | +131.6% | -67.2% | +198.7% | +117.4% |
| All | +131.6% | -67.8% | +199.4% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling