+120.1%
MAR vs ZM
+61.1%
+59.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | +1.6% | +11.0% | -9.4% | +0.2% |
| 30D | +13.8% | +5.6% | +8.2% | +12.9% |
| 3M | +20.3% | -9.1% | +29.4% | +21.6% |
| 6M | +21.3% | -2.6% | +23.9% | +20.8% |
| YTD | +37.2% | +15.7% | +21.6% | +30.4% |
| 1Y | +48.4% | +18.8% | +29.7% | +39.7% |
| 3Y | +120.1% | +62.2% | +58.0% | +96.2% |
| All | +120.1% | +61.1% | +59.1% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling