+32.6%
USB vs ZM
+11.0%
+21.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +6.4% | -7.0% | +13.4% | +6.6% |
| 3M | -4.5% | -15.2% | +10.7% | -4.0% |
| 6M | +11.4% | -16.8% | +28.1% | +12.2% |
| YTD | +17.1% | +5.4% | +11.7% | +14.5% |
| 1Y | +32.6% | +9.3% | +23.3% | +28.0% |
| All | +32.6% | +11.0% | +21.6% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling