+50.6%
LYB vs ZM
+8.0%
+42.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -6.2% | -8.4% | +2.2% | -5.8% |
| 30D | +6.3% | -1.9% | +8.2% | +6.3% |
| 3M | +4.1% | -10.1% | +14.2% | +4.6% |
| 6M | -15.5% | -13.9% | -1.6% | -14.7% |
| YTD | +50.2% | +6.4% | +43.8% | +49.4% |
| 1Y | +50.6% | +9.6% | +41.0% | +48.3% |
| All | +50.6% | +8.0% | +42.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling