+53.1%
SLB vs ZM
+48.0%
+5.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.9% | +0.3% | -2.2% | -1.8% |
| 30D | +7.8% | -10.3% | +18.1% | +7.4% |
| 3M | +2.7% | -0.7% | +3.3% | +2.7% |
| 6M | +22.2% | +24.8% | -2.7% | +23.5% |
| YTD | +51.1% | +11.5% | +39.6% | +52.1% |
| 1Y | +63.3% | +12.3% | +51.0% | +64.6% |
| 3Y | +2.4% | +33.5% | -31.1% | +4.3% |
| 5Y | +139.3% | -67.5% | +206.8% | +106.3% |
| All | +53.1% | +48.0% | +5.2% | +48.4% |
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