+57.6%
ZM vs A
+141.2%
-83.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +10.0% | +0.7% | +9.3% | +9.7% |
| 30D | -0.5% | +0.8% | -1.3% | -0.8% |
| 3M | -7.1% | +16.9% | -24.0% | -12.6% |
| 6M | -5.1% | +53.8% | -58.9% | -20.4% |
| YTD | +13.2% | +28.1% | -14.9% | +1.7% |
| 1Y | +15.3% | +15.0% | +0.3% | +8.1% |
| 3Y | +57.4% | +63.1% | -5.7% | +23.6% |
| 5Y | -61.7% | +11.5% | -73.1% | -65.9% |
| All | +57.6% | +141.2% | -83.6% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling