+17.1%
EW vs ZM
+30.9%
-13.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.3% | -3.2% |
| 7D | -4.4% | +1.6% | -6.1% | -4.5% |
| 30D | -3.3% | -7.7% | +4.4% | -2.8% |
| 3M | +1.0% | -4.7% | +5.7% | +1.3% |
| 6M | +6.2% | +24.4% | -18.2% | +4.2% |
| YTD | +1.7% | +11.8% | -10.0% | +0.1% |
| 1Y | +8.1% | +13.4% | -5.2% | +6.0% |
| 3Y | +17.1% | +33.8% | -16.8% | +10.0% |
| All | +17.1% | +30.9% | -13.8% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling