+105.4%
SHEL vs ZM
+47.0%
+58.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.1% | -5.7% | +9.8% | +3.9% |
| 30D | +8.4% | -9.1% | +17.5% | +8.1% |
| 3M | +13.7% | +3.5% | +10.2% | +13.9% |
| 6M | +12.7% | +25.7% | -13.0% | +13.7% |
| YTD | +35.3% | +10.8% | +24.6% | +36.1% |
| 1Y | +39.4% | +12.8% | +26.6% | +40.3% |
| 3Y | +71.5% | +33.1% | +38.3% | +73.8% |
| 5Y | +195.0% | -68.3% | +263.3% | +170.3% |
| All | +105.4% | +47.0% | +58.4% | +86.4% |
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 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