+47.9%
ZM vs ACWI
+141.5%
-93.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | 0.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.6% |
| 30D | -6.2% | -2.8% | -3.3% | -4.0% |
| 3M | -12.2% | -3.2% | -9.1% | -9.9% |
| 6M | -16.0% | +1.3% | -17.3% | -16.9% |
| YTD | +6.3% | +11.2% | -4.9% | -2.3% |
| 1Y | +12.3% | +13.8% | -1.5% | +1.4% |
| 3Y | +51.2% | +76.2% | -25.0% | -1.3% |
| 5Y | -64.5% | +59.5% | -124.0% | -76.3% |
| All | +47.9% | +141.5% | -93.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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