+465.3%
TER vs ZM
+39.9%
+425.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.1% |
| 7D | -8.9% | -1.0% | -7.9% | -8.6% |
| 30D | -39.1% | -7.0% | -32.1% | -38.1% |
| 3M | -32.8% | -15.2% | -17.6% | -30.8% |
| 6M | -31.7% | -16.8% | -15.0% | -29.9% |
| YTD | +26.9% | +5.4% | +21.6% | +22.9% |
| 1Y | +33.6% | +9.3% | +24.3% | +28.2% |
| 3Y | +181.5% | +46.5% | +135.0% | +153.5% |
| 5Y | +76.1% | -63.8% | +140.0% | +81.8% |
| All | +465.3% | +39.9% | +425.5% | +502.6% |
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