+63.4%
ZM vs ACWI
+150.0%
-86.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | +0.7% | +0.9% | -0.2% | +0.1% |
| 3M | -3.7% | +2.4% | -6.1% | -5.5% |
| 6M | +29.9% | +12.4% | +17.5% | +18.3% |
| YTD | +17.4% | +15.2% | +2.3% | +5.0% |
| 1Y | +22.4% | +22.7% | -0.3% | +4.2% |
| 3Y | +41.3% | +75.8% | -34.5% | -7.9% |
| 5Y | -66.0% | +67.7% | -133.8% | -78.0% |
| All | +63.4% | +150.0% | -86.6% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling