-24.2%
DOW vs ZM
+47.0%
-71.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.4% | -5.7% | +4.3% | -1.2% |
| 30D | -3.9% | -9.1% | +5.2% | -3.6% |
| 3M | -12.7% | +3.5% | -16.2% | -12.9% |
| 6M | -13.7% | +25.7% | -39.4% | -14.7% |
| YTD | +28.4% | +10.8% | +17.6% | +27.4% |
| 1Y | +21.8% | +12.8% | +9.0% | +20.7% |
| 3Y | -35.7% | +33.1% | -68.8% | -36.7% |
| 5Y | -36.8% | -68.3% | +31.5% | -40.6% |
| All | -24.2% | +47.0% | -71.2% | -31.2% |
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