+178.5%
EXE vs ZM
-76.5%
+255.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.4% |
| 7D | -0.3% | +2.9% | -3.2% | -0.5% |
| 30D | +8.5% | +0.7% | +7.8% | +8.3% |
| 3M | +5.5% | -3.7% | +9.1% | +5.6% |
| 6M | -5.9% | +29.9% | -35.8% | -8.2% |
| YTD | -9.7% | +17.4% | -27.1% | -11.4% |
| 1Y | +3.6% | +22.4% | -18.8% | +1.1% |
| 3Y | +18.0% | +41.3% | -23.3% | +13.0% |
| 5Y | +109.4% | -66.0% | +175.5% | +97.7% |
| All | +178.5% | -76.5% | +255.0% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling