+153.5%
EXPE vs ZM
+30.9%
+122.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.8% | -3.1% | -6.3% |
| 7D | -9.8% | +1.6% | -11.4% | -10.2% |
| 30D | -11.5% | -7.7% | -3.8% | -9.4% |
| 3M | +21.7% | -4.7% | +26.4% | +22.7% |
| 6M | +10.4% | +24.4% | -14.1% | -0.7% |
| YTD | -2.5% | +11.8% | -14.3% | -9.4% |
| 1Y | +27.3% | +13.4% | +14.0% | +17.2% |
| 3Y | +153.5% | +33.8% | +119.7% | +92.6% |
| All | +153.5% | +30.9% | +122.6% | +92.6% |
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