+112.3%
UAL vs ZM
-65.8%
+178.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | +8.2% | -5.9% | +14.0% | +10.1% |
| 30D | +2.3% | -5.2% | +7.5% | +3.8% |
| 3M | -12.7% | -11.3% | -1.4% | -10.0% |
| 6M | +12.7% | -14.5% | +27.2% | +16.3% |
| YTD | +0.8% | +4.2% | -3.3% | -4.1% |
| 1Y | +17.8% | +9.3% | +8.5% | +10.0% |
| 3Y | +206.7% | +45.4% | +161.3% | +156.9% |
| All | +112.3% | -65.8% | +178.1% | +110.5% |
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