-80.8%
PATH vs ZM
-68.5%
-12.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | -0.4% |
| 7D | +2.1% | +11.0% | -9.0% | -6.2% |
| 30D | +1.6% | +5.6% | -4.0% | -3.0% |
| 3M | -20.4% | -9.1% | -11.3% | -15.4% |
| 6M | +40.1% | -2.6% | +42.7% | +41.1% |
| YTD | -19.0% | +15.7% | -34.7% | -30.3% |
| 1Y | -5.8% | +18.8% | -24.6% | -20.8% |
| 3Y | -22.9% | +62.2% | -85.1% | -50.1% |
| 5Y | -75.3% | -60.9% | -14.4% | -62.9% |
| All | -80.8% | -68.5% | -12.2% | -71.5% |
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