+312.3%
ZETA vs ZM
-69.9%
+382.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.9% |
| 7D | +18.1% | +11.0% | +7.1% | +11.2% |
| 30D | +13.6% | +5.6% | +7.9% | +10.1% |
| 3M | +23.7% | -9.1% | +32.9% | +30.2% |
| 6M | +128.5% | -2.6% | +131.1% | +130.4% |
| YTD | +80.1% | +15.7% | +64.4% | +62.8% |
| 1Y | +98.0% | +18.8% | +79.2% | +76.1% |
| 3Y | +348.6% | +62.2% | +286.4% | +235.0% |
| 5Y | +286.6% | -60.9% | +347.5% | +327.1% |
| All | +312.3% | -69.9% | +382.2% | +373.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling