-9.0%
EW vs ZM
-63.8%
+54.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +9.3% | -1.0% | +10.3% | +9.5% |
| 30D | +22.1% | -7.0% | +29.1% | +23.6% |
| 3M | +13.0% | -15.2% | +28.2% | +16.1% |
| 6M | +30.1% | -16.8% | +46.8% | +33.5% |
| YTD | +22.0% | +5.4% | +16.7% | +17.9% |
| 1Y | +23.7% | +9.3% | +14.4% | +18.4% |
| 3Y | +62.0% | +46.5% | +15.5% | +40.8% |
| All | -9.0% | -63.8% | +54.8% | -0.3% |
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 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