+74.6%
T vs ZM
+55.9%
+18.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -1.9% |
| 7D | -1.3% | +2.9% | -4.2% | -1.2% |
| 30D | +11.4% | +0.7% | +10.7% | +11.4% |
| 3M | +14.3% | -3.7% | +18.0% | +14.2% |
| 6M | -9.3% | +29.9% | -39.1% | -9.1% |
| YTD | +7.1% | +17.4% | -10.3% | +7.3% |
| 1Y | -9.1% | +22.4% | -31.5% | -8.9% |
| 3Y | +105.3% | +41.3% | +64.0% | +105.9% |
| 5Y | +66.8% | -66.0% | +132.8% | +57.0% |
| All | +74.6% | +55.9% | +18.7% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling