+154.9%
MAR vs ZM
-67.6%
+222.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -4.7% | -10.3% | +5.6% | -2.9% |
| 3M | -15.6% | -0.7% | -14.9% | -16.0% |
| 6M | +1.2% | +24.8% | -23.6% | -5.0% |
| YTD | +7.5% | +11.5% | -4.0% | +2.6% |
| 1Y | +26.6% | +12.3% | +14.3% | +20.2% |
| 3Y | +66.0% | +33.5% | +32.5% | +49.1% |
| All | +154.9% | -67.6% | +222.5% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling