+46.0%
F vs ZM
+42.8%
+3.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.9% |
| 7D | +5.3% | +2.9% | +2.4% | +4.8% |
| 30D | +4.6% | +0.7% | +3.9% | +4.3% |
| 3M | -3.7% | -3.7% | 0.0% | -3.3% |
| 6M | +16.8% | +29.9% | -13.1% | +9.3% |
| YTD | +15.3% | +17.4% | -2.1% | +9.3% |
| 1Y | +31.0% | +22.4% | +8.6% | +22.6% |
| All | +46.0% | +42.8% | +3.3% | +22.3% |
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