+1,901.9%
FIX vs ZM
+39.9%
+1,862.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -13.9% | -1.0% | -12.9% | -13.9% |
| 30D | -35.5% | -7.0% | -28.6% | -35.4% |
| 3M | -33.9% | -15.2% | -18.7% | -33.6% |
| 6M | -43.3% | -16.8% | -26.5% | -43.0% |
| YTD | +18.7% | +5.4% | +13.3% | +18.1% |
| 1Y | +13.8% | +9.3% | +4.4% | +13.0% |
| 3Y | +495.0% | +46.5% | +448.5% | +486.2% |
| 5Y | +1,049.0% | -63.8% | +1,112.9% | +969.5% |
| All | +1,901.9% | +39.9% | +1,862.0% | +1,910.6% |
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