+143.8%
SCHD vs ZM
+47.0%
+96.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -5.7% | +3.7% | -1.8% |
| 30D | -0.4% | -9.1% | +8.7% | -0.1% |
| 3M | +5.7% | +3.5% | +2.2% | +5.5% |
| 6M | +11.9% | +25.7% | -13.8% | +10.8% |
| YTD | +26.4% | +10.8% | +15.7% | +25.7% |
| 1Y | +27.6% | +12.8% | +14.8% | +26.7% |
| 3Y | +54.9% | +33.1% | +21.8% | +52.6% |
| 5Y | +60.9% | -68.3% | +129.2% | +53.4% |
| All | +143.8% | +47.0% | +96.8% | +127.5% |
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