+239.5%
ZETA vs ZM
-71.2%
+310.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -3.7% | -5.7% | +2.0% | -0.5% |
| 30D | +5.7% | -9.1% | +14.8% | +11.2% |
| 3M | +50.4% | +3.5% | +46.9% | +46.8% |
| 6M | +65.5% | +25.7% | +39.8% | +44.2% |
| YTD | +48.3% | +10.8% | +37.6% | +37.4% |
| 1Y | +45.4% | +12.8% | +32.6% | +33.3% |
| 3Y | +270.8% | +33.1% | +237.6% | +207.8% |
| 5Y | +336.1% | -68.3% | +404.4% | +389.2% |
| All | +239.5% | -71.2% | +310.7% | +299.8% |
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