+252.6%
ZETA vs ZM
-69.5%
+322.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.3% | -5.9% |
| 7D | +2.7% | +2.9% | -0.3% | +0.8% |
| 30D | +15.8% | +0.7% | +15.1% | +14.9% |
| 3M | +35.4% | -3.7% | +39.1% | +37.8% |
| 6M | +67.1% | +29.9% | +37.2% | +42.9% |
| YTD | +54.1% | +17.4% | +36.6% | +38.1% |
| 1Y | +67.8% | +22.4% | +45.4% | +47.0% |
| 3Y | +311.4% | +41.3% | +270.1% | +230.4% |
| 5Y | +324.8% | -66.0% | +390.8% | +361.4% |
| All | +252.6% | -69.5% | +322.1% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling