+93.9%
QQQ vs ZM
-67.8%
+161.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -1.3% | -2.7% | +1.5% | -0.6% |
| 30D | -1.4% | -10.0% | +8.6% | +1.2% |
| 3M | +2.3% | +1.6% | +0.7% | +1.1% |
| 6M | +16.9% | +25.0% | -8.1% | +7.5% |
| YTD | +15.6% | +10.6% | +5.0% | +9.4% |
| 1Y | +22.6% | +14.0% | +8.7% | +14.5% |
| 3Y | +93.5% | +32.5% | +61.1% | +68.3% |
| 5Y | +93.9% | -68.3% | +162.2% | +112.9% |
| All | +93.9% | -67.8% | +161.8% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling