+46.2%
EXC vs ZM
-67.8%
+114.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.8% |
| 7D | +1.2% | +1.6% | -0.4% | +1.2% |
| 30D | -2.7% | -7.7% | +5.0% | -2.6% |
| 3M | -1.0% | -4.7% | +3.7% | -0.9% |
| 6M | -9.3% | +24.4% | -33.7% | -10.0% |
| YTD | +3.6% | +11.8% | -8.1% | +3.0% |
| 1Y | +5.9% | +13.4% | -7.4% | +5.2% |
| 3Y | +21.3% | +33.8% | -12.5% | +18.7% |
| 5Y | +46.2% | -67.2% | +113.3% | +38.2% |
| All | +46.2% | -67.8% | +114.0% | +38.2% |
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