+122.5%
F vs ZM
+55.9%
+66.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +1.2% |
| 7D | +5.3% | +2.9% | +2.4% | +5.1% |
| 30D | +4.6% | +0.7% | +3.9% | +4.5% |
| 3M | -3.7% | -3.7% | 0.0% | -3.5% |
| 6M | +16.8% | +29.9% | -13.1% | +14.2% |
| YTD | +15.3% | +17.4% | -2.1% | +13.3% |
| 1Y | +31.0% | +22.4% | +8.6% | +28.3% |
| 3Y | +45.4% | +41.3% | +4.1% | +40.4% |
| 5Y | +54.7% | -66.0% | +120.7% | +38.5% |
| All | +122.5% | +55.9% | +66.6% | +113.2% |
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