+67.7%
V vs ZM
-67.1%
+134.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +1.9% | -10.3% | +12.1% | +3.6% |
| 3M | +13.2% | -0.7% | +13.9% | +12.9% |
| 6M | +16.7% | +24.8% | -8.1% | +10.8% |
| YTD | +5.4% | +11.5% | -6.1% | +1.7% |
| 1Y | +7.7% | +12.3% | -4.7% | +3.4% |
| 3Y | +52.0% | +33.5% | +18.5% | +39.2% |
| 5Y | +67.7% | -67.5% | +135.2% | +64.3% |
| All | +67.7% | -67.1% | +134.8% | +64.3% |
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