-31.5%
W vs ZM
+55.9%
-87.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.7% | +1.0% |
| 7D | -4.2% | +2.9% | -7.1% | -5.4% |
| 30D | -7.6% | +0.7% | -8.3% | -8.4% |
| 3M | +37.2% | -3.7% | +40.9% | +38.6% |
| 6M | +26.3% | +29.9% | -3.6% | +8.1% |
| YTD | -1.0% | +17.4% | -18.4% | -12.6% |
| 1Y | +20.1% | +22.4% | -2.3% | +3.1% |
| 3Y | +37.8% | +41.3% | -3.5% | +9.8% |
| 5Y | -63.7% | -66.0% | +2.4% | -54.3% |
| All | -31.5% | +55.9% | -87.4% | -25.0% |
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 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