+2,105.4%
FIX vs ZM
-66.0%
+2,171.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +1.4% |
| 7D | +6.0% | +2.9% | +3.1% | +5.5% |
| 30D | -7.2% | +0.7% | -7.9% | -7.6% |
| 3M | -15.9% | -3.7% | -12.2% | -15.6% |
| 6M | +12.7% | +29.9% | -17.1% | +5.8% |
| YTD | +72.8% | +17.4% | +55.4% | +64.4% |
| 1Y | +122.9% | +22.4% | +100.5% | +109.7% |
| 3Y | +774.3% | +41.3% | +733.0% | +687.4% |
| All | +2,105.4% | -66.0% | +2,171.5% | +2,191.9% |
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 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