+948.1%
FIX vs ZM
-65.8%
+1,013.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.3% | +5.2% |
| 7D | -17.5% | -5.9% | -11.6% | -16.5% |
| 30D | -41.6% | -5.2% | -36.4% | -40.9% |
| 3M | -40.6% | -11.3% | -29.3% | -39.5% |
| 6M | -49.4% | -14.5% | -34.9% | -48.3% |
| YTD | +9.2% | +4.2% | +5.0% | +6.0% |
| 1Y | +6.5% | +9.3% | -2.9% | +2.1% |
| 3Y | +448.7% | +45.4% | +403.3% | +389.7% |
| All | +948.1% | -65.8% | +1,013.9% | +955.7% |
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