+349.3%
ZETA vs ZM
-67.1%
+416.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | +10.5% | -10.3% | +20.7% | +17.4% |
| 3M | +44.3% | -0.7% | +45.0% | +44.1% |
| 6M | +59.4% | +24.8% | +34.6% | +37.9% |
| YTD | +49.5% | +11.5% | +38.0% | +36.9% |
| 1Y | +62.7% | +12.3% | +50.3% | +48.3% |
| 3Y | +274.6% | +33.5% | +241.2% | +204.5% |
| 5Y | +349.3% | -67.5% | +416.8% | +506.6% |
| All | +349.3% | -67.1% | +416.4% | +506.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling