+54.0%
ZM vs BB
-18.0%
+71.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | -2.7% | -2.1% | -0.7% | -2.3% |
| 30D | -10.0% | -16.0% | +6.0% | -6.8% |
| 3M | +1.6% | -14.5% | +16.1% | +3.4% |
| 6M | +25.0% | +118.6% | -93.6% | +3.6% |
| YTD | +10.6% | +98.9% | -88.3% | -6.5% |
| 1Y | +14.0% | +99.5% | -85.5% | -4.5% |
| 3Y | +32.5% | +65.4% | -32.9% | +8.9% |
| 5Y | -68.3% | -27.6% | -40.7% | -71.1% |
| All | +54.0% | -18.0% | +71.9% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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