+45.9%
EW vs ZM
+48.0%
-2.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -6.4% | -10.3% | +3.9% | -5.5% |
| 3M | -1.6% | -0.7% | -0.9% | -1.7% |
| 6M | +2.3% | +24.8% | -22.5% | -0.2% |
| YTD | +1.1% | +11.5% | -10.4% | -0.7% |
| 1Y | +8.0% | +12.3% | -4.3% | +5.8% |
| 3Y | +16.3% | +33.5% | -17.1% | +11.3% |
| 5Y | -29.4% | -67.5% | +38.1% | -29.9% |
| All | +45.9% | +48.0% | -2.1% | +32.3% |
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