+245.5%
META vs ZM
+38.3%
+207.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.8% | -5.9% | +5.1% | +0.5% |
| 30D | -15.4% | -5.2% | -10.3% | -14.5% |
| 3M | +3.5% | -11.3% | +14.8% | +5.9% |
| 6M | -0.3% | -14.5% | +14.2% | +2.2% |
| YTD | -7.3% | +4.2% | -11.5% | -10.0% |
| 1Y | -1.1% | +9.3% | -10.4% | -5.0% |
| 3Y | +95.1% | +45.4% | +49.7% | +73.6% |
| 5Y | +80.6% | -66.0% | +146.6% | +91.3% |
| All | +245.5% | +38.3% | +207.2% | +201.8% |
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