+356.2%
ZETA vs ZM
+57.7%
+298.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | +26.5% | +10.0% | +16.5% | +18.9% |
| 30D | +10.3% | -0.5% | +10.7% | +10.7% |
| 3M | +30.5% | -7.1% | +37.6% | +36.1% |
| 6M | +129.4% | -5.1% | +134.5% | +134.9% |
| YTD | +83.1% | +13.2% | +69.9% | +64.5% |
| 1Y | +82.1% | +15.3% | +66.7% | +61.4% |
| All | +356.2% | +57.7% | +298.5% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling