+99.4%
DE vs ZM
-67.8%
+167.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -2.4% | -2.7% | +0.4% | -2.1% |
| 30D | +9.7% | -10.0% | +19.7% | +10.8% |
| 3M | +21.4% | +1.6% | +19.8% | +20.8% |
| 6M | +15.0% | +25.0% | -10.0% | +11.0% |
| YTD | +46.4% | +10.6% | +35.8% | +43.0% |
| 1Y | +45.6% | +14.0% | +31.7% | +41.4% |
| 3Y | +76.8% | +32.5% | +44.3% | +66.8% |
| 5Y | +99.4% | -68.3% | +167.7% | +97.7% |
| All | +99.4% | -67.8% | +167.3% | +97.7% |
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