+103.2%
INTC vs ZM
+47.0%
+56.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +7.5% | -5.7% | +13.1% | +8.3% |
| 30D | +2.0% | -9.1% | +11.1% | +3.3% |
| 3M | -12.0% | +3.5% | -15.5% | -12.8% |
| 6M | +114.5% | +25.7% | +88.9% | +105.5% |
| YTD | +179.0% | +10.8% | +168.2% | +170.9% |
| 1Y | +318.3% | +12.8% | +305.5% | +304.6% |
| 3Y | +171.2% | +33.1% | +138.1% | +154.3% |
| 5Y | +107.6% | -68.3% | +175.9% | +109.5% |
| All | +103.2% | +47.0% | +56.2% | +87.3% |
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