+145.8%
EXPE vs ZM
+55.9%
+89.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -2.1% |
| 7D | -9.5% | +2.9% | -12.5% | -9.9% |
| 30D | -6.6% | +0.7% | -7.3% | -6.9% |
| 3M | +31.4% | -3.7% | +35.1% | +31.6% |
| 6M | +35.2% | +29.9% | +5.3% | +30.2% |
| YTD | +5.8% | +17.4% | -11.6% | +2.9% |
| 1Y | +38.7% | +22.4% | +16.3% | +34.2% |
| 3Y | +175.8% | +41.3% | +134.5% | +161.4% |
| 5Y | +111.8% | -66.0% | +177.9% | +92.1% |
| All | +145.8% | +55.9% | +89.9% | +114.7% |
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 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