+23.0%
QQQ vs ZM
+13.6%
+9.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | -1.2% | -9.1% | +7.9% | -0.3% |
| 3M | -0.2% | +3.5% | -3.7% | -0.5% |
| 6M | +17.9% | +25.7% | -7.8% | +13.8% |
| YTD | +16.6% | +10.8% | +5.9% | +14.2% |
| 1Y | +23.0% | +12.8% | +10.2% | +20.0% |
| All | +23.0% | +13.6% | +9.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling