+52.5%
T vs ZM
+50.3%
+2.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.6% | +10.0% | -8.3% | +1.7% |
| 30D | -2.9% | -0.5% | -2.5% | -2.9% |
| 3M | -7.5% | -7.1% | -0.4% | -7.5% |
| 6M | -9.9% | -5.1% | -4.8% | -9.9% |
| YTD | -6.4% | +13.2% | -19.7% | -6.3% |
| 1Y | -9.4% | +15.3% | -24.8% | -9.3% |
| 3Y | +64.9% | +57.4% | +7.4% | +65.6% |
| 5Y | +57.0% | -61.7% | +118.6% | +49.0% |
| All | +52.5% | +50.3% | +2.2% | +47.7% |
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