+22.6%
UAL vs ZM
+48.4%
-25.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.6% |
| 7D | +3.5% | +1.6% | +1.8% | +3.4% |
| 30D | -16.5% | -7.7% | -8.7% | -16.1% |
| 3M | +2.8% | -4.7% | +7.4% | +2.9% |
| 6M | +17.6% | +24.4% | -6.9% | +15.7% |
| YTD | -3.2% | +11.8% | -15.0% | -4.3% |
| 1Y | +0.4% | +13.4% | -12.9% | -0.8% |
| 3Y | +128.2% | +33.8% | +94.3% | +123.2% |
| 5Y | +137.7% | -67.2% | +204.9% | +104.3% |
| All | +22.6% | +48.4% | -25.8% | +15.7% |
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