+54.1%
ZM vs BBY
+65.3%
-11.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.7% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -9.1% | +9.4% | -18.5% | -11.5% |
| 3M | +3.5% | +19.3% | -15.8% | -1.9% |
| 6M | +25.7% | +47.9% | -22.2% | +10.9% |
| YTD | +10.8% | +39.6% | -28.8% | -1.0% |
| 1Y | +12.8% | +22.2% | -9.4% | +4.5% |
| 3Y | +33.1% | +45.0% | -11.8% | +12.2% |
| 5Y | -68.3% | +2.6% | -70.9% | -71.3% |
| All | +54.1% | +65.3% | -11.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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