+92.2%
EOG vs ZM
+47.0%
+45.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -5.7% | +7.2% | +1.4% |
| 30D | +2.9% | -9.1% | +12.0% | +2.8% |
| 3M | +8.7% | +3.5% | +5.2% | +8.9% |
| 6M | +12.9% | +25.7% | -12.8% | +13.6% |
| YTD | +43.8% | +10.8% | +33.1% | +44.4% |
| 1Y | +27.1% | +12.8% | +14.3% | +27.6% |
| 3Y | +25.9% | +33.1% | -7.2% | +27.0% |
| 5Y | +177.9% | -68.3% | +246.2% | +152.2% |
| All | +92.2% | +47.0% | +45.1% | +82.6% |
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