+113.1%
F vs ZM
+48.4%
+64.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -3.9% |
| 7D | +1.2% | +1.6% | -0.5% | +1.1% |
| 30D | +1.2% | -7.7% | +8.9% | +1.8% |
| 3M | -5.7% | -4.7% | -1.0% | -5.5% |
| 6M | +17.9% | +24.4% | -6.5% | +15.7% |
| YTD | +10.4% | +11.8% | -1.4% | +8.9% |
| 1Y | +25.3% | +13.4% | +12.0% | +23.4% |
| 3Y | +37.5% | +33.8% | +3.6% | +33.2% |
| 5Y | +46.5% | -67.2% | +113.7% | +31.9% |
| All | +113.1% | +48.4% | +64.7% | +104.9% |
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 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