+8.5%
IR vs ZM
+30.9%
-22.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.4% |
| 30D | -13.6% | -7.7% | -5.9% | -12.8% |
| 3M | +3.7% | -4.7% | +8.3% | +4.3% |
| 6M | -13.1% | +24.4% | -37.5% | -17.5% |
| YTD | -5.1% | +11.8% | -16.9% | -8.8% |
| 1Y | -6.5% | +13.4% | -19.8% | -10.7% |
| 3Y | +8.5% | +33.8% | -25.3% | -3.8% |
| All | +8.5% | +30.9% | -22.4% | -3.8% |
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 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