+22.3%
UPS vs ZM
+55.9%
-33.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.4% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | -3.5% | +0.7% | -4.2% | -3.6% |
| 3M | -5.7% | -3.7% | -2.0% | -5.6% |
| 6M | -4.4% | +29.9% | -34.2% | -6.8% |
| YTD | +8.0% | +17.4% | -9.4% | +5.8% |
| 1Y | +29.0% | +22.4% | +6.6% | +25.8% |
| 3Y | -27.7% | +41.3% | -69.0% | -30.8% |
| 5Y | -34.3% | -66.0% | +31.7% | -35.3% |
| All | +22.3% | +55.9% | -33.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling