+372.0%
EWT vs ZM
+47.0%
+325.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.1% | -5.7% | +4.6% | -0.6% |
| 30D | +4.5% | -9.1% | +13.5% | +5.3% |
| 3M | +8.3% | +3.5% | +4.7% | +7.7% |
| 6M | +54.2% | +25.7% | +28.6% | +50.4% |
| YTD | +74.6% | +10.8% | +63.8% | +71.9% |
| 1Y | +84.9% | +12.8% | +72.1% | +81.5% |
| 3Y | +197.5% | +33.1% | +164.4% | +186.2% |
| 5Y | +150.6% | -68.3% | +218.9% | +150.3% |
| All | +372.0% | +47.0% | +325.0% | +340.6% |
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