+155.5%
JPM vs ZM
-67.6%
+223.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.4% | +0.3% | -0.8% | -0.5% |
| 30D | -1.4% | -10.3% | +8.9% | -0.1% |
| 3M | +13.9% | -0.7% | +14.6% | +13.6% |
| 6M | +23.5% | +24.8% | -1.3% | +18.0% |
| YTD | +11.6% | +11.5% | +0.2% | +8.1% |
| 1Y | +21.4% | +12.3% | +9.0% | +17.2% |
| 3Y | +163.4% | +33.5% | +130.0% | +144.7% |
| All | +155.5% | -67.6% | +223.1% | +144.0% |
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