+25.7%
USB vs ZM
-60.9%
+86.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.3% | +0.5% |
| 7D | +2.6% | +11.0% | -8.4% | +0.8% |
| 30D | +8.4% | +5.6% | +2.8% | +7.2% |
| 3M | -5.5% | -9.1% | +3.6% | -4.4% |
| 6M | +17.7% | -2.6% | +20.3% | +17.1% |
| YTD | +17.6% | +15.7% | +1.9% | +12.2% |
| 1Y | +33.9% | +18.8% | +15.1% | +27.0% |
| 3Y | +103.8% | +62.2% | +41.7% | +81.1% |
| All | +25.7% | -60.9% | +86.5% | +7.9% |
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