+145.2%
GOOGL vs ZM
+33.4%
+111.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.3% |
| 30D | -3.2% | -10.0% | +6.8% | -1.3% |
| 3M | -6.6% | +1.6% | -8.2% | -7.2% |
| 6M | +8.5% | +25.0% | -16.5% | +1.6% |
| YTD | +6.5% | +10.6% | -4.2% | +2.0% |
| 1Y | +39.4% | +14.0% | +25.5% | +31.9% |
| All | +145.2% | +33.4% | +111.9% | +111.6% |
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