+185.9%
IR vs ZM
+46.9%
+139.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -3.1% | -2.7% | -0.3% | -2.9% |
| 30D | -14.0% | -10.0% | -4.0% | -13.5% |
| 3M | +3.7% | +1.6% | +2.1% | +3.5% |
| 6M | -15.4% | +25.0% | -40.4% | -17.1% |
| YTD | -7.7% | +10.6% | -18.3% | -8.9% |
| 1Y | -8.8% | +14.0% | -22.8% | -10.3% |
| 3Y | +5.6% | +32.5% | -26.9% | +2.4% |
| 5Y | +34.3% | -68.3% | +102.7% | +27.1% |
| All | +185.9% | +46.9% | +139.1% | +174.6% |
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 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