-17.2%
F vs ZM
-60.9%
+43.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.5% |
| 7D | -3.1% | +11.0% | -14.1% | -5.8% |
| 30D | 0.0% | +5.6% | -5.6% | -1.7% |
| 3M | -13.2% | -9.1% | -4.1% | -11.5% |
| 6M | -10.2% | -2.6% | -7.6% | -10.9% |
| YTD | -4.9% | +15.7% | -20.6% | -11.6% |
| 1Y | -6.1% | +18.8% | -24.8% | -13.5% |
| 3Y | +46.0% | +62.2% | -16.2% | +18.8% |
| All | -17.2% | -60.9% | +43.6% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling