+222.1%
SE vs ZM
+50.9%
+171.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.9% | -11.5% | -7.0% |
| 7D | -7.7% | +6.8% | -14.5% | -10.5% |
| 30D | -22.8% | +0.1% | -23.0% | -23.3% |
| 3M | -43.7% | -7.5% | -36.2% | -42.6% |
| 6M | -12.8% | -8.4% | -4.4% | -11.8% |
| YTD | -42.0% | +13.7% | -55.7% | -47.9% |
| 1Y | -48.0% | +15.9% | -64.0% | -53.9% |
| 3Y | +62.7% | +58.0% | +4.6% | +21.3% |
| 5Y | -77.8% | -60.4% | -17.4% | -72.7% |
| All | +222.1% | +50.9% | +171.2% | +217.9% |
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 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