+65.8%
EMR vs ZM
-67.1%
+132.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -5.0% | -10.3% | +5.3% | -3.5% |
| 3M | +5.9% | -0.7% | +6.6% | +5.7% |
| 6M | +7.3% | +24.8% | -17.5% | +2.0% |
| YTD | +14.6% | +11.5% | +3.1% | +10.6% |
| 1Y | +15.6% | +12.3% | +3.3% | +11.3% |
| 3Y | +60.2% | +33.5% | +26.7% | +48.0% |
| 5Y | +65.8% | -67.5% | +133.3% | +55.0% |
| All | +65.8% | -67.1% | +132.9% | +55.0% |
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 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