+55.1%
ZM vs A
+101.5%
-46.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.3% |
| 7D | +0.3% | -4.4% | +4.7% | +2.1% |
| 30D | -10.3% | -2.7% | -7.6% | -9.3% |
| 3M | -0.7% | +7.0% | -7.7% | -3.3% |
| 6M | +24.8% | +24.6% | +0.2% | +13.3% |
| YTD | +11.5% | +7.0% | +4.4% | +7.5% |
| 1Y | +12.3% | +15.6% | -3.2% | +4.6% |
| 3Y | +33.5% | +29.9% | +3.6% | +14.7% |
| 5Y | -67.5% | -15.4% | -52.1% | -68.5% |
| All | +55.1% | +101.5% | -46.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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