-81.2%
PATH vs ZM
-71.6%
-9.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.0% |
| 7D | -5.3% | -5.9% | +0.6% | -0.8% |
| 30D | -0.5% | -5.2% | +4.6% | +3.5% |
| 3M | -7.1% | -11.3% | +4.1% | +1.1% |
| 6M | +23.8% | -14.5% | +38.3% | +38.5% |
| YTD | -20.7% | +4.2% | -24.8% | -25.8% |
| 1Y | -8.1% | +9.3% | -17.4% | -17.4% |
| 3Y | -21.8% | +45.4% | -67.2% | -44.7% |
| 5Y | -76.8% | -66.0% | -10.8% | -61.6% |
| All | -81.2% | -71.6% | -9.5% | -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 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