+196.3%
SE vs ZM
+30.9%
+165.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +2.4% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | -0.1% | -7.7% | +7.6% | +1.7% |
| 3M | +34.1% | -4.7% | +38.8% | +34.7% |
| 6M | +23.2% | +24.4% | -1.2% | +12.8% |
| YTD | -11.2% | +11.8% | -22.9% | -16.8% |
| 1Y | -40.5% | +13.4% | -53.9% | -44.9% |
| 3Y | +196.3% | +33.8% | +162.5% | +157.1% |
| All | +196.3% | +30.9% | +165.4% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling