+92.8%
META vs ZM
+58.3%
+34.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.9% | -9.9% | -3.7% |
| 7D | -0.2% | +6.8% | -7.0% | -1.7% |
| 30D | -15.4% | +0.1% | -15.5% | -15.5% |
| 3M | +5.0% | -7.5% | +12.6% | +6.4% |
| 6M | +5.2% | -8.4% | +13.6% | +5.9% |
| YTD | -4.5% | +13.7% | -18.2% | -10.1% |
| 1Y | +0.6% | +15.9% | -15.3% | -6.1% |
| All | +92.8% | +58.3% | +34.5% | +69.6% |
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