+342.3%
DE vs ZM
+47.0%
+295.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.6% | -5.7% | +3.1% | -2.4% |
| 30D | +9.0% | -9.1% | +18.1% | +9.3% |
| 3M | +19.1% | +3.5% | +15.6% | +19.0% |
| 6M | +14.4% | +25.7% | -11.3% | +13.4% |
| YTD | +45.9% | +10.8% | +35.2% | +45.1% |
| 1Y | +43.6% | +12.8% | +30.8% | +42.7% |
| 3Y | +75.9% | +33.1% | +42.7% | +73.7% |
| 5Y | +98.8% | -68.3% | +167.1% | +89.1% |
| All | +342.3% | +47.0% | +295.3% | +351.4% |
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 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