+105.5%
V vs ZM
-64.9%
+170.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -0.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +9.5% | -6.2% | +15.7% | +10.6% |
| 3M | +16.7% | -12.2% | +28.9% | +18.9% |
| 6M | +32.9% | -16.0% | +49.0% | +35.8% |
| YTD | +21.1% | +6.3% | +14.8% | +17.4% |
| 1Y | +26.6% | +12.3% | +14.4% | +21.3% |
| 3Y | +78.4% | +51.2% | +27.1% | +58.7% |
| 5Y | +105.5% | -64.5% | +170.0% | +102.0% |
| All | +105.5% | -64.9% | +170.3% | +102.0% |
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 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