+46.0%
F vs ZM
+61.1%
-15.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.3% |
| 7D | -3.1% | +11.0% | -14.1% | -4.7% |
| 30D | 0.0% | +5.6% | -5.6% | -1.0% |
| 3M | -13.2% | -9.1% | -4.1% | -12.1% |
| 6M | -10.2% | -2.6% | -7.6% | -10.5% |
| YTD | -4.9% | +15.7% | -20.6% | -9.6% |
| 1Y | -6.1% | +18.8% | -24.8% | -11.5% |
| 3Y | +46.0% | +62.2% | -16.2% | +25.7% |
| All | +46.0% | +61.1% | -15.1% | +25.7% |
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 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