+253.9%
UMC vs ZM
+33.4%
+220.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +11.4% | -2.7% | +14.1% | +11.7% |
| 30D | +16.8% | -10.0% | +26.8% | +18.1% |
| 3M | +19.1% | +1.6% | +17.5% | +18.8% |
| 6M | +137.4% | +25.0% | +112.5% | +125.2% |
| YTD | +186.4% | +10.6% | +175.7% | +177.2% |
| 1Y | +229.1% | +14.0% | +215.1% | +216.6% |
| All | +253.9% | +33.4% | +220.5% | +223.8% |
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