+238.3%
EBAY vs ZM
+47.0%
+191.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.2% | -5.7% | +9.9% | +5.0% |
| 30D | +5.6% | -9.1% | +14.7% | +6.9% |
| 3M | -1.4% | +3.5% | -4.9% | -2.2% |
| 6M | +18.2% | +25.7% | -7.5% | +13.4% |
| YTD | +24.8% | +10.8% | +14.1% | +21.6% |
| 1Y | +18.0% | +12.8% | +5.3% | +14.4% |
| 3Y | +160.3% | +33.1% | +127.1% | +143.7% |
| 5Y | +62.1% | -68.3% | +130.4% | +66.9% |
| All | +238.3% | +47.0% | +191.3% | +248.0% |
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