+61.7%
EXC vs ZM
+48.0%
+13.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -0.9% | -10.3% | +9.4% | -0.9% |
| 3M | -2.7% | -0.7% | -2.0% | -2.7% |
| 6M | -9.4% | +24.8% | -34.2% | -9.2% |
| YTD | +3.0% | +11.5% | -8.4% | +3.2% |
| 1Y | +5.1% | +12.3% | -7.2% | +5.3% |
| 3Y | +20.6% | +33.5% | -12.9% | +20.7% |
| 5Y | +45.7% | -67.5% | +113.2% | +40.5% |
| All | +61.7% | +48.0% | +13.7% | +61.3% |
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