-22.9%
W vs ZM
+53.5%
-76.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | -0.6% |
| 7D | +0.2% | +11.0% | -10.9% | -4.9% |
| 30D | +6.8% | +5.6% | +1.2% | +3.9% |
| 3M | +10.7% | -9.1% | +19.8% | +15.1% |
| 6M | +86.3% | -2.6% | +88.9% | +84.7% |
| YTD | +11.5% | +15.7% | -4.2% | -1.3% |
| 1Y | +5.1% | +18.8% | -13.7% | -8.5% |
| 3Y | +171.0% | +62.2% | +108.8% | +100.3% |
| 5Y | -56.6% | -60.9% | +4.2% | -46.9% |
| All | -22.9% | +53.5% | -76.5% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling