-8.4%
T vs ZM
+12.1%
-20.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -2.4% | -2.7% | +0.3% | -2.5% |
| 30D | +4.3% | -10.0% | +14.3% | +4.3% |
| 3M | +11.6% | +1.6% | +10.0% | +11.2% |
| 6M | -5.6% | +25.0% | -30.6% | -5.2% |
| YTD | +6.6% | +10.6% | -4.1% | +6.1% |
| 1Y | -8.4% | +14.0% | -22.3% | -9.3% |
| All | -8.4% | +12.1% | -20.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling