-62.3%
W vs ZM
-67.1%
+4.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.4% |
| 7D | +5.9% | +0.3% | +5.6% | +5.4% |
| 30D | -3.0% | -10.3% | +7.2% | +4.9% |
| 3M | +40.3% | -0.7% | +41.0% | +38.4% |
| 6M | +32.2% | +24.8% | +7.4% | +1.1% |
| YTD | -0.3% | +11.5% | -11.8% | -19.4% |
| 1Y | +16.2% | +12.3% | +3.8% | -8.4% |
| 3Y | +40.7% | +33.5% | +7.2% | -11.6% |
| 5Y | -62.3% | -67.5% | +5.1% | -37.5% |
| All | -62.3% | -67.1% | +4.7% | -37.5% |
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