+722.5%
TER vs ZM
+55.9%
+666.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +4.9% |
| 7D | +0.6% | +2.9% | -2.3% | +0.1% |
| 30D | -8.3% | +0.7% | -9.0% | -8.6% |
| 3M | -12.2% | -3.7% | -8.5% | -12.0% |
| 6M | +17.1% | +29.9% | -12.8% | +9.5% |
| YTD | +84.7% | +17.4% | +67.2% | +75.2% |
| 1Y | +199.9% | +22.4% | +177.5% | +181.5% |
| 3Y | +232.8% | +41.3% | +191.5% | +201.3% |
| 5Y | +198.6% | -66.0% | +264.6% | +205.4% |
| All | +722.5% | +55.9% | +666.6% | +759.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling