+783.9%
TER vs ZM
+48.0%
+736.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +12.4% | +0.3% | +12.0% | +12.2% |
| 30D | +5.1% | -10.3% | +15.4% | +7.0% |
| 3M | +4.0% | -0.7% | +4.6% | +3.4% |
| 6M | +29.5% | +24.8% | +4.7% | +21.9% |
| YTD | +98.5% | +11.5% | +87.0% | +90.0% |
| 1Y | +234.1% | +12.3% | +221.8% | +218.6% |
| 3Y | +289.0% | +33.5% | +255.6% | +255.7% |
| 5Y | +228.2% | -67.5% | +295.7% | +238.4% |
| All | +783.9% | +48.0% | +736.0% | +831.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling