+163.7%
MAR vs ZM
+47.0%
+116.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -5.7% | +5.1% | -0.3% |
| 30D | -5.4% | -9.1% | +3.7% | -5.1% |
| 3M | -15.5% | +3.5% | -19.0% | -15.7% |
| 6M | +3.0% | +25.7% | -22.7% | +1.6% |
| YTD | +8.5% | +10.8% | -2.2% | +7.6% |
| 1Y | +26.0% | +12.8% | +13.2% | +24.6% |
| 3Y | +68.6% | +33.1% | +35.5% | +65.4% |
| 5Y | +157.4% | -68.3% | +225.7% | +131.8% |
| All | +163.7% | +47.0% | +116.6% | +139.5% |
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