+154.9%
C vs ZM
+55.9%
+99.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | +3.6% | +2.9% | +0.7% | +3.5% |
| 30D | +0.1% | +0.7% | -0.6% | 0.0% |
| 3M | +2.4% | -3.7% | +6.1% | +2.5% |
| 6M | +24.9% | +29.9% | -4.9% | +23.5% |
| YTD | +19.8% | +17.4% | +2.4% | +18.8% |
| 1Y | +44.9% | +22.4% | +22.5% | +43.4% |
| 3Y | +263.0% | +41.3% | +221.7% | +257.3% |
| 5Y | +129.5% | -66.0% | +195.6% | +106.5% |
| All | +154.9% | +55.9% | +99.0% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling