+122.9%
FIX vs ZM
+21.7%
+101.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +2.0% |
| 7D | +6.0% | +2.9% | +3.1% | +6.1% |
| 30D | -7.2% | +0.7% | -7.9% | -7.2% |
| 3M | -15.9% | -3.7% | -12.2% | -14.4% |
| 6M | +12.7% | +29.9% | -17.1% | +11.9% |
| YTD | +72.8% | +17.4% | +55.4% | +72.5% |
| 1Y | +122.9% | +22.4% | +100.5% | +120.9% |
| All | +122.9% | +21.7% | +101.2% | +120.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling