-68.3%
U vs ZM
-67.1%
-1.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | +0.3% | +4.0% | +3.6% |
| 30D | -1.3% | -10.3% | +9.0% | +7.0% |
| 3M | +49.6% | -0.7% | +50.2% | +47.4% |
| 6M | +100.2% | +24.8% | +75.4% | +53.9% |
| YTD | -3.7% | +11.5% | -15.2% | -18.9% |
| 1Y | -6.5% | +12.3% | -18.8% | -22.3% |
| 3Y | +12.9% | +33.5% | -20.6% | -24.8% |
| 5Y | -68.3% | -67.5% | -0.8% | -40.9% |
| All | -68.3% | -67.1% | -1.2% | -40.9% |
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