+233.8%
IR vs ZM
+50.3%
+183.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +4.2% | +10.0% | -5.8% | +3.6% |
| 30D | +8.1% | -0.5% | +8.5% | +8.0% |
| 3M | +0.7% | -7.1% | +7.7% | +1.0% |
| 6M | +16.6% | -5.1% | +21.7% | +16.6% |
| YTD | +7.8% | +13.2% | -5.5% | +6.1% |
| 1Y | +9.9% | +15.3% | -5.5% | +8.0% |
| 3Y | +25.2% | +57.4% | -32.2% | +20.2% |
| 5Y | +46.8% | -61.7% | +108.4% | +39.4% |
| All | +233.8% | +50.3% | +183.4% | +219.8% |
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