+148.3%
EMR vs ZM
+47.0%
+101.3%
-50.8%
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 | -0.4% | -5.7% | +5.3% | -0.3% |
| 30D | -6.8% | -9.1% | +2.3% | -6.6% |
| 3M | +7.5% | +3.5% | +4.0% | +7.4% |
| 6M | +9.9% | +25.7% | -15.8% | +9.2% |
| YTD | +16.0% | +10.8% | +5.2% | +15.6% |
| 1Y | +12.4% | +12.8% | -0.3% | +12.0% |
| 3Y | +60.2% | +33.1% | +27.1% | +59.1% |
| 5Y | +67.9% | -68.3% | +136.2% | +51.0% |
| All | +148.3% | +47.0% | +101.3% | +140.2% |
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