+141.8%
V vs ZM
+46.9%
+94.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -3.0% | -2.7% | -0.3% | -2.9% |
| 30D | +1.2% | -10.0% | +11.2% | +1.9% |
| 3M | +13.9% | +1.6% | +12.3% | +13.6% |
| 6M | +17.2% | +25.0% | -7.7% | +15.1% |
| YTD | +5.3% | +10.6% | -5.3% | +4.1% |
| 1Y | +9.5% | +14.0% | -4.5% | +7.8% |
| 3Y | +51.9% | +32.5% | +19.4% | +47.6% |
| 5Y | +69.6% | -68.3% | +137.9% | +63.4% |
| All | +141.8% | +46.9% | +94.9% | +119.1% |
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