+54.0%
ZM vs BAX
-63.2%
+117.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -2.7% | -5.4% | +2.7% | -2.1% |
| 30D | -10.0% | -12.4% | +2.4% | -8.6% |
| 3M | +1.6% | +19.1% | -17.5% | -0.4% |
| 6M | +25.0% | +38.6% | -13.6% | +20.0% |
| YTD | +10.6% | +26.7% | -16.1% | +6.9% |
| 1Y | +14.0% | +1.0% | +12.9% | +13.0% |
| 3Y | +32.5% | -33.9% | +66.4% | +37.1% |
| 5Y | -68.3% | -67.0% | -1.3% | -65.9% |
| All | +54.0% | -63.2% | +117.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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