+180.7%
V vs ZM
+50.9%
+129.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.9% | -7.3% | +0.1% |
| 7D | -2.3% | +6.8% | -9.1% | -2.8% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | +17.5% | -7.5% | +25.0% | +17.9% |
| 6M | +32.2% | -8.4% | +40.6% | +32.5% |
| YTD | +22.3% | +13.7% | +8.6% | +20.5% |
| 1Y | +26.8% | +15.9% | +10.9% | +24.7% |
| 3Y | +77.5% | +58.0% | +19.4% | +70.7% |
| 5Y | +110.1% | -60.4% | +170.5% | +102.7% |
| All | +180.7% | +50.9% | +129.8% | +153.7% |
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 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