+139.2%
UAL vs ZM
-66.0%
+205.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.7% | +1.6% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | -16.1% | +0.7% | -16.8% | -16.6% |
| 3M | +6.1% | -3.7% | +9.8% | +6.6% |
| 6M | +10.8% | +29.9% | -19.0% | 0.0% |
| YTD | -0.4% | +17.4% | -17.8% | -8.1% |
| 1Y | +5.0% | +22.4% | -17.4% | -4.7% |
| 3Y | +124.0% | +41.3% | +82.7% | +91.1% |
| All | +139.2% | -66.0% | +205.2% | +128.0% |
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