+57.6%
T vs ZM
-61.0%
+118.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.9% | -6.4% | +1.0% |
| 7D | +2.0% | +6.8% | -4.8% | +1.6% |
| 30D | -1.0% | +0.1% | -1.2% | -1.1% |
| 3M | -8.1% | -7.5% | -0.6% | -7.8% |
| 6M | -8.3% | -8.4% | +0.2% | -8.1% |
| YTD | -6.1% | +13.7% | -19.8% | -7.7% |
| 1Y | -7.4% | +15.9% | -23.3% | -9.1% |
| 3Y | +65.4% | +58.0% | +7.4% | +56.6% |
| 5Y | +57.6% | -60.4% | +118.0% | +53.5% |
| All | +57.6% | -61.0% | +118.6% | +53.5% |
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