+57.4%
MAR vs ZM
+8.0%
+49.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.7% | -8.4% | +16.1% | +7.6% |
| 30D | +19.4% | -1.9% | +21.3% | +19.4% |
| 3M | +23.3% | -10.1% | +33.4% | +23.1% |
| 6M | +22.8% | -13.9% | +36.7% | +22.3% |
| YTD | +37.8% | +6.4% | +31.3% | +36.5% |
| 1Y | +57.4% | +9.6% | +47.8% | +54.4% |
| All | +57.4% | +8.0% | +49.3% | +54.4% |
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