+62.2%
ZM vs BAX
-18.0%
+80.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.1% |
| 7D | +11.0% | +0.1% | +11.0% | +11.0% |
| 30D | +5.6% | +4.1% | +1.6% | +5.2% |
| 3M | -9.1% | -4.5% | -4.6% | -8.8% |
| 6M | -2.6% | +49.2% | -51.8% | -5.9% |
| YTD | +15.7% | +35.2% | -19.6% | +11.9% |
| 1Y | +18.8% | +38.3% | -19.5% | +14.5% |
| 3Y | +62.2% | -19.0% | +81.2% | +65.8% |
| All | +62.2% | -18.0% | +80.1% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling