+19.9%
UPS vs ZM
+47.0%
-27.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -5.7% | +3.7% | -1.5% |
| 30D | -2.0% | -9.1% | +7.1% | -1.3% |
| 3M | -6.2% | +3.5% | -9.8% | -6.7% |
| 6M | +2.8% | +25.7% | -22.9% | +0.4% |
| YTD | +5.9% | +10.8% | -4.9% | +4.3% |
| 1Y | +26.2% | +12.8% | +13.5% | +24.0% |
| 3Y | -26.0% | +33.1% | -59.1% | -28.8% |
| 5Y | -34.3% | -68.3% | +34.0% | -35.0% |
| All | +19.9% | +47.0% | -27.1% | +12.8% |
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 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