+29.8%
O vs ZM
+48.0%
-18.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -2.4% | -10.3% | +7.8% | -2.5% |
| 3M | -0.6% | -0.7% | +0.1% | -0.6% |
| 6M | -5.0% | +24.8% | -29.8% | -4.8% |
| YTD | +10.4% | +11.5% | -1.1% | +10.5% |
| 1Y | +6.6% | +12.3% | -5.8% | +6.7% |
| 3Y | +28.4% | +33.5% | -5.1% | +28.6% |
| 5Y | +15.3% | -67.5% | +82.8% | +7.5% |
| All | +29.8% | +48.0% | -18.2% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling