+362.5%
SE vs ZM
+47.0%
+315.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | -5.7% | +0.5% | -2.9% |
| 30D | -17.1% | -9.1% | -8.0% | -14.2% |
| 3M | +24.0% | +3.5% | +20.5% | +20.8% |
| 6M | +21.0% | +25.7% | -4.7% | +6.4% |
| YTD | -16.7% | +10.8% | -27.5% | -23.8% |
| 1Y | -45.9% | +12.8% | -58.7% | -51.3% |
| 3Y | +177.8% | +33.1% | +144.7% | +125.6% |
| 5Y | -67.4% | -68.3% | +0.9% | -57.2% |
| All | +362.5% | +47.0% | +315.5% | +364.7% |
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