+11.9%
U vs ZM
+34.4%
-22.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | +0.3% | +4.0% | +3.9% |
| 30D | -1.3% | -10.3% | +9.0% | +4.6% |
| 3M | +49.6% | -0.7% | +50.2% | +48.5% |
| 6M | +100.2% | +24.8% | +75.4% | +66.7% |
| YTD | -3.7% | +11.5% | -15.2% | -13.5% |
| 1Y | -6.5% | +12.3% | -18.8% | -16.6% |
| All | +11.9% | +34.4% | -22.5% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling