+71.0%
T vs ZM
+48.0%
+23.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +4.5% |
| 3M | +12.2% | -0.7% | +12.9% | +12.2% |
| 6M | -6.5% | +24.8% | -31.3% | -6.3% |
| YTD | +4.9% | +11.5% | -6.6% | +5.0% |
| 1Y | -10.5% | +12.3% | -22.8% | -10.4% |
| 3Y | +104.6% | +33.5% | +71.1% | +105.1% |
| 5Y | +64.2% | -67.5% | +131.7% | +54.5% |
| All | +71.0% | +48.0% | +23.0% | +65.6% |
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