+99.0%
LOW vs ZM
+47.0%
+51.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -5.7% | +2.0% | -3.2% |
| 30D | -8.9% | -9.1% | +0.2% | -8.1% |
| 3M | -10.4% | +3.5% | -13.9% | -10.9% |
| 6M | -19.4% | +25.7% | -45.1% | -21.8% |
| YTD | -17.1% | +10.8% | -27.9% | -18.8% |
| 1Y | -26.3% | +12.8% | -39.0% | -28.0% |
| 3Y | -9.9% | +33.1% | -43.0% | -14.1% |
| 5Y | +6.1% | -68.3% | +74.4% | +6.3% |
| All | +99.0% | +47.0% | +51.9% | +81.8% |
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