+68.5%
EXC vs ZM
+39.9%
+28.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +9.0% | -7.0% | +16.0% | +9.0% |
| 3M | +3.3% | -15.2% | +18.5% | +3.1% |
| 6M | +5.7% | -16.8% | +22.4% | +5.5% |
| YTD | +7.3% | +5.4% | +2.0% | +7.4% |
| 1Y | +2.9% | +9.3% | -6.4% | +3.0% |
| 3Y | +29.3% | +46.5% | -17.2% | +29.5% |
| 5Y | +40.1% | -63.8% | +103.9% | +35.7% |
| All | +68.5% | +39.9% | +28.6% | +68.0% |
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 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