+69.4%
USAR vs ZM
+36.5%
+32.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -4.4% | +0.3% | -4.8% | -4.5% |
| 30D | -10.4% | -10.3% | -0.1% | -8.9% |
| 3M | -18.4% | -0.7% | -17.7% | -18.3% |
| 6M | -8.8% | +24.8% | -33.6% | -11.0% |
| YTD | +43.4% | +11.5% | +31.9% | +41.2% |
| 1Y | +21.0% | +12.3% | +8.7% | +19.2% |
| 3Y | +67.7% | +33.5% | +34.3% | +65.6% |
| All | +69.4% | +36.5% | +32.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling