+278.2%
GE vs ZM
+58.3%
+219.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.9% | -6.5% | +0.9% |
| 7D | +4.0% | +6.8% | -2.8% | +3.5% |
| 30D | +11.1% | +0.1% | +10.9% | +10.9% |
| 3M | -6.7% | -7.5% | +0.8% | -6.4% |
| 6M | +14.3% | -8.4% | +22.7% | +14.7% |
| YTD | +11.7% | +13.7% | -1.9% | +8.5% |
| 1Y | +10.9% | +15.9% | -5.0% | +7.2% |
| All | +278.2% | +58.3% | +219.9% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling