+450.5%
GOOGL vs ZM
+47.0%
+403.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | 0.0% | -5.7% | +5.7% | +0.9% |
| 30D | -1.4% | -9.1% | +7.7% | -0.1% |
| 3M | -5.3% | +3.5% | -8.8% | -6.1% |
| 6M | +9.8% | +25.7% | -15.9% | +5.1% |
| YTD | +8.4% | +10.8% | -2.4% | +5.4% |
| 1Y | +41.2% | +12.8% | +28.4% | +36.6% |
| 3Y | +149.6% | +33.1% | +116.4% | +133.2% |
| 5Y | +142.6% | -68.3% | +210.9% | +146.7% |
| All | +450.5% | +47.0% | +403.5% | +374.9% |
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 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