+219.1%
TER vs ZM
-67.8%
+286.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.0% | +5.7% |
| 7D | +11.0% | +1.6% | +9.3% | +10.3% |
| 30D | -1.9% | -7.7% | +5.8% | +0.2% |
| 3M | -0.7% | -4.7% | +4.0% | -0.2% |
| 6M | +36.4% | +24.4% | +11.9% | +21.4% |
| YTD | +92.4% | +11.8% | +80.7% | +76.2% |
| 1Y | +213.5% | +13.4% | +200.2% | +183.8% |
| 3Y | +277.2% | +33.8% | +243.4% | +212.1% |
| 5Y | +219.1% | -67.2% | +286.3% | +266.6% |
| All | +219.1% | -67.8% | +286.9% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling