+161.9%
FITB vs ZM
+46.9%
+115.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | -5.5% | -10.0% | +4.5% | -5.3% |
| 3M | +4.1% | +1.6% | +2.5% | +4.0% |
| 6M | +18.7% | +25.0% | -6.3% | +18.0% |
| YTD | +18.2% | +10.6% | +7.5% | +17.7% |
| 1Y | +23.7% | +14.0% | +9.7% | +23.0% |
| 3Y | +130.8% | +32.5% | +98.3% | +128.6% |
| 5Y | +69.8% | -68.3% | +138.1% | +48.5% |
| All | +161.9% | +46.9% | +115.0% | +148.0% |
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