+41.4%
EXC vs ZM
-64.9%
+106.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | 0.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +9.3% | -6.2% | +15.5% | +9.4% |
| 3M | +1.0% | -12.2% | +13.3% | +1.2% |
| 6M | +5.9% | -16.0% | +22.0% | +6.2% |
| YTD | +7.6% | +6.3% | +1.3% | +7.0% |
| 1Y | +2.4% | +12.3% | -9.9% | +1.6% |
| 3Y | +30.2% | +51.2% | -21.0% | +26.5% |
| 5Y | +41.4% | -64.5% | +105.9% | +32.7% |
| All | +41.4% | -64.9% | +106.2% | +32.7% |
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