+40.7%
INTU vs ZM
+50.9%
-10.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.9% | -7.2% | -1.1% |
| 7D | -3.9% | +6.8% | -10.7% | -5.4% |
| 30D | +12.0% | +0.1% | +11.8% | +11.6% |
| 3M | +2.3% | -7.5% | +9.8% | +3.8% |
| 6M | -12.1% | -8.4% | -3.6% | -10.7% |
| YTD | -47.5% | +13.7% | -61.2% | -49.2% |
| 1Y | -46.9% | +15.9% | -62.8% | -48.8% |
| 3Y | -33.5% | +58.0% | -91.5% | -40.5% |
| 5Y | -41.2% | -60.4% | +19.1% | -39.9% |
| All | +40.7% | +50.9% | -10.2% | +27.9% |
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