+52.5%
T vs ZM
+53.5%
-1.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.5% | +11.0% | -8.5% | +2.6% |
| 30D | -3.8% | +5.6% | -9.4% | -3.7% |
| 3M | -8.7% | -9.1% | +0.4% | -8.8% |
| 6M | -8.1% | -2.6% | -5.6% | -8.1% |
| YTD | -6.4% | +15.7% | -22.1% | -6.3% |
| 1Y | -9.8% | +18.8% | -28.5% | -9.6% |
| 3Y | +65.5% | +62.2% | +3.3% | +66.3% |
| 5Y | +57.0% | -60.9% | +117.8% | +49.1% |
| All | +52.5% | +53.5% | -1.0% | +47.8% |
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