+276.5%
SPOT vs ZM
+47.0%
+229.4%
-80.5%
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% | +0.7% |
| 7D | -3.1% | -5.7% | +2.6% | -1.4% |
| 30D | +7.4% | -9.1% | +16.5% | +10.0% |
| 3M | +8.2% | +3.5% | +4.7% | +6.2% |
| 6M | +2.2% | +25.7% | -23.5% | -6.5% |
| YTD | -9.5% | +10.8% | -20.2% | -14.8% |
| 1Y | -23.8% | +12.8% | -36.6% | -29.0% |
| 3Y | +233.5% | +33.1% | +200.3% | +188.2% |
| 5Y | +112.2% | -68.3% | +180.5% | +152.3% |
| All | +276.5% | +47.0% | +229.4% | +253.9% |
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