+165.1%
MAR vs ZM
+55.9%
+109.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | 0.0% |
| 7D | -4.2% | +2.9% | -7.1% | -4.3% |
| 30D | -6.7% | +0.7% | -7.4% | -6.7% |
| 3M | -12.5% | -3.7% | -8.8% | -12.5% |
| 6M | +0.6% | +29.9% | -29.3% | -0.9% |
| YTD | +9.1% | +17.4% | -8.3% | +7.9% |
| 1Y | +26.2% | +22.4% | +3.8% | +24.5% |
| 3Y | +68.2% | +41.3% | +26.9% | +64.5% |
| 5Y | +163.9% | -66.0% | +229.9% | +137.4% |
| All | +165.1% | +55.9% | +109.2% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling