+43.3%
IR vs ZM
-67.8%
+111.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.7% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | -13.6% | -7.7% | -5.9% | -12.5% |
| 3M | +3.7% | -4.7% | +8.3% | +4.2% |
| 6M | -13.1% | +24.4% | -37.5% | -18.3% |
| YTD | -5.1% | +11.8% | -16.9% | -9.4% |
| 1Y | -6.5% | +13.4% | -19.8% | -11.3% |
| 3Y | +8.5% | +33.8% | -25.3% | -2.6% |
| 5Y | +43.3% | -67.2% | +110.5% | +52.8% |
| All | +43.3% | -67.8% | +111.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling