+199.8%
TER vs ZM
+21.7%
+178.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.2% | +5.7% |
| 7D | +0.6% | +2.9% | -2.4% | +0.8% |
| 30D | -8.3% | +0.7% | -9.0% | -8.3% |
| 3M | -12.2% | -3.7% | -8.6% | -10.6% |
| 6M | +17.0% | +29.9% | -12.9% | +18.4% |
| YTD | +84.6% | +17.4% | +67.2% | +87.8% |
| 1Y | +199.8% | +22.4% | +177.4% | +201.7% |
| All | +199.8% | +21.7% | +178.1% | +201.7% |
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 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