-78.0%
SE vs ZM
-60.9%
-17.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | -0.2% |
| 7D | -0.5% | +11.0% | -11.5% | -7.3% |
| 30D | -20.9% | +5.6% | -26.6% | -24.3% |
| 3M | -38.9% | -9.1% | -29.8% | -36.3% |
| 6M | -19.4% | -2.6% | -16.9% | -21.5% |
| YTD | -40.9% | +15.7% | -56.6% | -51.5% |
| 1Y | -46.2% | +18.8% | -64.9% | -57.1% |
| 3Y | +63.7% | +62.2% | +1.5% | -8.0% |
| All | -78.0% | -60.9% | -17.2% | -65.4% |
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