+124.8%
EXPE vs ZM
+48.0%
+76.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -11.5% | +0.3% | -11.8% | -11.5% |
| 30D | -13.1% | -10.3% | -2.8% | -12.0% |
| 3M | +18.1% | -0.7% | +18.8% | +18.0% |
| 6M | +13.3% | +24.8% | -11.6% | +9.7% |
| YTD | -3.2% | +11.5% | -14.7% | -5.2% |
| 1Y | +26.1% | +12.3% | +13.8% | +23.4% |
| 3Y | +151.7% | +33.5% | +118.2% | +140.3% |
| 5Y | +88.3% | -67.5% | +155.8% | +72.1% |
| All | +124.8% | +48.0% | +76.8% | +97.7% |
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 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