-35.7%
U vs ZM
-77.2%
+41.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.4% |
| 7D | +5.5% | -5.7% | +11.2% | +10.1% |
| 30D | -1.3% | -9.1% | +7.8% | +4.9% |
| 3M | +64.6% | +3.5% | +61.1% | +57.6% |
| 6M | +119.4% | +25.7% | +93.7% | +75.5% |
| YTD | -0.5% | +10.8% | -11.2% | -12.9% |
| 1Y | +1.3% | +12.8% | -11.5% | -12.9% |
| 3Y | +15.6% | +33.1% | -17.5% | -15.5% |
| 5Y | -67.5% | -68.3% | +0.8% | -44.3% |
| All | -35.7% | -77.2% | +41.6% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling