+281.4%
JPM vs ZM
+47.0%
+234.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | -0.7% | -5.7% | +5.0% | -0.6% |
| 30D | -2.5% | -9.1% | +6.6% | -2.4% |
| 3M | +14.1% | +3.5% | +10.6% | +14.1% |
| 6M | +25.1% | +25.7% | -0.6% | +24.6% |
| YTD | +12.1% | +10.8% | +1.4% | +11.8% |
| 1Y | +18.8% | +12.8% | +6.0% | +18.5% |
| 3Y | +163.4% | +33.1% | +130.3% | +162.3% |
| 5Y | +156.5% | -68.3% | +224.8% | +131.2% |
| All | +281.4% | +47.0% | +234.4% | +271.3% |
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