+52.1%
EW vs ZM
+55.9%
-3.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.2% |
| 7D | -0.3% | +2.9% | -3.3% | -0.6% |
| 30D | +1.0% | +0.7% | +0.4% | +0.9% |
| 3M | +2.8% | -3.7% | +6.5% | +2.9% |
| 6M | +5.5% | +29.9% | -24.4% | +2.5% |
| YTD | +5.5% | +17.4% | -12.0% | +3.0% |
| 1Y | +11.0% | +22.4% | -11.4% | +7.9% |
| 3Y | +17.7% | +41.3% | -23.6% | +12.0% |
| 5Y | -25.7% | -66.0% | +40.3% | -26.7% |
| All | +52.1% | +55.9% | -3.7% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling