+116.8%
EXPE vs ZM
+49.8%
+66.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -11.2% | -1.0% | -10.2% | -10.8% |
| 30D | -7.5% | -7.0% | -0.5% | -5.7% |
| 3M | -19.1% | -15.2% | -3.9% | -15.5% |
| 6M | +10.7% | -16.8% | +27.5% | +15.4% |
| YTD | -9.9% | +5.4% | -15.3% | -14.6% |
| 1Y | -4.6% | +9.3% | -13.9% | -11.1% |
| 3Y | +116.8% | +46.5% | +70.3% | +83.9% |
| All | +116.8% | +49.8% | +66.9% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling