+278.3%
ZETA vs ZM
+34.7%
+243.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | +1.3% |
| 7D | -2.4% | +1.6% | -4.1% | -3.6% |
| 30D | +15.6% | -7.7% | +23.3% | +21.1% |
| 3M | +41.5% | -4.7% | +46.2% | +44.9% |
| 6M | +63.4% | +24.4% | +39.0% | +39.6% |
| YTD | +51.3% | +11.8% | +39.5% | +36.8% |
| 1Y | +65.8% | +13.4% | +52.5% | +48.5% |
| All | +278.3% | +34.7% | +243.5% | +191.2% |
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