+58.1%
USB vs ZM
+38.3%
+19.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | 0.0% | -5.9% | +5.9% | +0.1% |
| 30D | +5.8% | -5.2% | +11.0% | +5.9% |
| 3M | -6.0% | -11.3% | +5.3% | -5.8% |
| 6M | +7.8% | -14.5% | +22.3% | +7.9% |
| YTD | +14.6% | +4.2% | +10.4% | +14.3% |
| 1Y | +31.8% | +9.3% | +22.5% | +31.3% |
| 3Y | +91.5% | +45.4% | +46.1% | +90.9% |
| 5Y | +22.0% | -66.0% | +88.1% | +9.8% |
| All | +58.1% | +38.3% | +19.8% | +51.0% |
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