+46.2%
TSLA vs ZM
-67.1%
+113.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | +0.3% | +2.7% | +2.5% |
| 30D | +11.2% | -10.3% | +21.4% | +16.7% |
| 3M | -7.3% | -0.7% | -6.6% | -8.0% |
| 6M | -7.7% | +24.8% | -32.6% | -20.7% |
| YTD | -18.2% | +11.5% | -29.7% | -26.6% |
| 1Y | +6.0% | +12.3% | -6.3% | -6.2% |
| 3Y | +48.0% | +33.5% | +14.5% | +17.1% |
| 5Y | +46.2% | -67.5% | +113.7% | +83.9% |
| All | +46.2% | -67.1% | +113.3% | +83.9% |
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