+192.8%
TER vs ZM
+48.0%
+144.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.0% | +10.7% | +12.3% |
| 7D | -5.8% | -0.3% | -5.5% | -5.6% |
| 30D | -38.9% | -6.2% | -32.7% | -38.1% |
| 3M | -35.1% | -12.2% | -22.9% | -33.7% |
| 6M | -31.6% | -16.0% | -15.5% | -29.1% |
| YTD | +27.2% | +6.3% | +21.0% | +21.4% |
| 1Y | +35.2% | +12.3% | +23.0% | +25.8% |
| 3Y | +192.8% | +51.2% | +141.6% | +152.5% |
| All | +192.8% | +48.0% | +144.8% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling