+82.5%
SPY vs ZM
-67.0%
+149.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.4% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | -0.9% | -7.7% | +6.8% | +0.4% |
| 3M | +3.9% | -4.7% | +8.5% | +4.4% |
| 6M | +14.5% | +24.4% | -9.9% | +8.2% |
| YTD | +12.9% | +11.8% | +1.2% | +8.4% |
| 1Y | +19.4% | +13.4% | +6.0% | +13.9% |
| 3Y | +78.5% | +33.8% | +44.6% | +61.6% |
| All | +82.5% | -67.0% | +149.5% | +85.5% |
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