-35.5%
DOW vs ZM
-67.8%
+32.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | -2.4% | -2.7% | +0.4% | -2.0% |
| 30D | -4.1% | -10.0% | +5.9% | -2.7% |
| 3M | -12.4% | +1.6% | -14.0% | -13.0% |
| 6M | -10.6% | +25.0% | -35.6% | -14.7% |
| YTD | +31.1% | +10.6% | +20.5% | +27.2% |
| 1Y | +30.5% | +14.0% | +16.6% | +25.9% |
| 3Y | -34.4% | +32.5% | -66.9% | -38.7% |
| 5Y | -35.5% | -68.3% | +32.8% | -36.1% |
| All | -35.5% | -67.8% | +32.4% | -36.1% |
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