+58.9%
USB vs ZM
+36.6%
+22.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | -1.5% | -9.1% | +7.6% | -1.3% |
| 30D | +4.3% | -5.7% | +10.0% | +4.4% |
| 3M | -6.1% | -11.7% | +5.7% | -5.9% |
| 6M | +9.4% | -18.6% | +28.0% | +9.7% |
| YTD | +15.2% | +2.9% | +12.2% | +14.9% |
| 1Y | +32.8% | +6.3% | +26.5% | +32.3% |
| 3Y | +91.3% | +41.0% | +50.3% | +90.6% |
| 5Y | +22.7% | -66.4% | +89.1% | +10.4% |
| All | +58.9% | +36.6% | +22.2% | +51.7% |
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