+3.7%
U vs ZM
+21.7%
-18.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -2.6% |
| 7D | -3.8% | +2.9% | -6.8% | -5.2% |
| 30D | +17.5% | +0.7% | +16.8% | +16.5% |
| 3M | +38.7% | -3.7% | +42.4% | +40.3% |
| 6M | +104.4% | +29.9% | +74.5% | +70.3% |
| YTD | -5.7% | +17.4% | -23.1% | -14.2% |
| 1Y | +3.7% | +22.4% | -18.7% | -7.0% |
| All | +3.7% | +21.7% | -18.0% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling