+84.7%
META vs ZM
-60.7%
+145.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.1% | +10.0% | -6.9% | -1.0% |
| 30D | -18.2% | -0.5% | -17.7% | -18.3% |
| 3M | +7.8% | -7.1% | +14.9% | +10.1% |
| 6M | +3.6% | -5.1% | +8.7% | +3.5% |
| YTD | -5.3% | +13.2% | -18.5% | -14.4% |
| 1Y | +2.7% | +15.3% | -12.6% | -8.2% |
| 3Y | +91.5% | +57.4% | +34.1% | +41.1% |
| 5Y | +84.7% | -61.7% | +146.4% | +122.1% |
| All | +84.7% | -60.7% | +145.4% | +122.1% |
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