+36.6%
UAL vs ZM
+39.9%
-3.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +12.5% | -1.0% | +13.5% | +12.5% |
| 30D | +12.2% | -7.0% | +19.2% | +12.7% |
| 3M | -2.6% | -15.2% | +12.6% | -1.7% |
| 6M | +21.1% | -16.8% | +37.8% | +22.0% |
| YTD | +7.8% | +5.4% | +2.5% | +7.0% |
| 1Y | +25.4% | +9.3% | +16.1% | +24.2% |
| 3Y | +217.3% | +46.5% | +170.9% | +211.1% |
| 5Y | +132.9% | -63.8% | +196.7% | +104.7% |
| All | +36.6% | +39.9% | -3.3% | +29.2% |
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