+1,027.6%
FIX vs ZM
-60.9%
+1,088.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | +9.4% | +11.0% | -1.6% | +7.4% |
| 30D | -27.8% | +5.6% | -33.4% | -28.4% |
| 3M | -35.6% | -9.1% | -26.4% | -34.6% |
| 6M | -45.2% | -2.6% | -42.7% | -45.4% |
| YTD | +19.5% | +15.7% | +3.8% | +13.8% |
| 1Y | +24.2% | +18.8% | +5.5% | +17.5% |
| 3Y | +494.2% | +62.2% | +432.0% | +419.8% |
| All | +1,027.6% | -60.9% | +1,088.4% | +1,007.0% |
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 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