+52.7%
EFA vs ZM
-68.2%
+120.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.5% | -5.7% | +4.2% | -0.7% |
| 30D | -1.7% | -9.1% | +7.4% | -0.5% |
| 3M | +3.5% | +3.5% | 0.0% | +2.6% |
| 6M | +9.5% | +25.7% | -16.2% | +4.6% |
| YTD | +12.9% | +10.8% | +2.1% | +9.5% |
| 1Y | +18.2% | +12.8% | +5.4% | +14.1% |
| 3Y | +64.8% | +33.1% | +31.7% | +52.6% |
| All | +52.7% | -68.2% | +120.8% | +54.9% |
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