+618.1%
GE vs ZM
+47.0%
+571.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.0% | -5.7% | +1.7% | -3.9% |
| 30D | -11.4% | -9.1% | -2.3% | -11.3% |
| 3M | -2.6% | +3.5% | -6.1% | -2.7% |
| 6M | -0.3% | +25.7% | -26.0% | -1.0% |
| YTD | +5.4% | +10.8% | -5.4% | +4.9% |
| 1Y | +15.5% | +12.8% | +2.8% | +14.9% |
| 3Y | +260.8% | +33.1% | +227.6% | +256.9% |
| 5Y | +421.6% | -68.3% | +490.0% | +375.3% |
| All | +618.1% | +47.0% | +571.1% | +526.3% |
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