+63.6%
DIA vs ZM
-67.1%
+130.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.2% | +0.3% | -1.6% | -1.3% |
| 30D | -2.7% | -10.3% | +7.6% | -1.3% |
| 3M | +3.3% | -0.7% | +3.9% | +3.0% |
| 6M | +10.4% | +24.8% | -14.4% | +5.8% |
| YTD | +10.0% | +11.5% | -1.5% | +6.8% |
| 1Y | +16.2% | +12.3% | +3.8% | +12.4% |
| 3Y | +58.7% | +33.5% | +25.3% | +47.7% |
| 5Y | +63.6% | -67.5% | +131.1% | +62.4% |
| All | +63.6% | -67.1% | +130.7% | +62.4% |
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