+115.0%
UMC vs ZM
+8.0%
+107.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -14.7% | -8.4% | -6.3% | -14.1% |
| 30D | -32.9% | -1.9% | -31.0% | -32.6% |
| 3M | -22.2% | -10.1% | -12.1% | -21.7% |
| 6M | +25.9% | -13.9% | +39.8% | +29.9% |
| YTD | +107.9% | +6.4% | +101.5% | +103.5% |
| 1Y | +115.0% | +9.6% | +105.5% | +111.5% |
| All | +115.0% | +8.0% | +107.0% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling