+186.8%
UAL vs ZM
+61.1%
+125.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.3% |
| 7D | -3.0% | +11.0% | -14.1% | -5.8% |
| 30D | +10.5% | +5.6% | +4.8% | +8.6% |
| 3M | -13.5% | -9.1% | -4.3% | -11.6% |
| 6M | +14.2% | -2.6% | +16.8% | +13.4% |
| YTD | -2.2% | +15.7% | -17.9% | -10.2% |
| 1Y | +12.5% | +18.8% | -6.3% | +1.9% |
| 3Y | +186.8% | +62.2% | +124.7% | +131.4% |
| All | +186.8% | +61.1% | +125.8% | +131.4% |
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