+1,640.3%
UMC vs ZM
+47.0%
+1,593.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -5.7% | +14.7% | +10.0% |
| 30D | +17.2% | -9.1% | +26.3% | +18.8% |
| 3M | +11.4% | +3.5% | +7.9% | +10.1% |
| 6M | +137.5% | +25.7% | +111.8% | +125.6% |
| YTD | +193.1% | +10.8% | +182.4% | +183.7% |
| 1Y | +240.3% | +12.8% | +227.5% | +227.7% |
| 3Y | +262.2% | +33.1% | +229.1% | +234.3% |
| 5Y | +143.1% | -68.3% | +211.4% | +154.1% |
| All | +1,640.3% | +47.0% | +1,593.2% | +1,623.1% |
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