-18.9%
EXE vs ZM
+8.0%
-26.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.7% | -8.4% | +3.7% | -4.7% |
| 30D | +1.0% | -1.9% | +2.9% | +1.0% |
| 3M | -5.6% | -10.1% | +4.4% | -5.7% |
| 6M | -12.3% | -13.9% | +1.6% | -12.1% |
| YTD | -19.5% | +6.4% | -25.9% | -19.0% |
| 1Y | -18.9% | +9.6% | -28.4% | -18.8% |
| All | -18.9% | +8.0% | -26.9% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling