+350.7%
JCI vs ZM
+46.9%
+303.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | -7.7% | -10.0% | +2.3% | -7.4% |
| 3M | +2.8% | +1.6% | +1.2% | +2.6% |
| 6M | +7.2% | +25.0% | -17.7% | +5.9% |
| YTD | +20.0% | +10.6% | +9.3% | +18.9% |
| 1Y | +33.3% | +14.0% | +19.3% | +31.9% |
| 3Y | +161.3% | +32.5% | +128.8% | +156.2% |
| 5Y | +108.8% | -68.3% | +177.1% | +94.0% |
| All | +350.7% | +46.9% | +303.8% | +351.8% |
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