-60.4%
ZM vs A
+14.4%
-74.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.4% | +8.1% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | +0.1% | +3.3% | -3.1% | -1.4% |
| 3M | -7.5% | +18.5% | -26.1% | -14.9% |
| 6M | -8.4% | +59.3% | -67.7% | -28.0% |
| YTD | +13.7% | +31.0% | -17.4% | -1.6% |
| 1Y | +15.9% | +19.3% | -3.4% | +5.3% |
| 3Y | +58.0% | +66.8% | -8.8% | +9.9% |
| 5Y | -60.4% | +15.5% | -75.9% | -62.9% |
| All | -60.4% | +14.4% | -74.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling