+102.9%
T vs ZM
+34.4%
+68.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | +4.6% | -10.3% | +14.9% | +5.0% |
| 3M | +12.2% | -0.7% | +12.9% | +12.0% |
| 6M | -6.5% | +24.8% | -31.3% | -7.5% |
| YTD | +4.9% | +11.5% | -6.6% | +3.9% |
| 1Y | -10.5% | +12.3% | -22.8% | -11.4% |
| All | +102.9% | +34.4% | +68.5% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling