+33.1%
ZM vs BBY
+42.8%
-9.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.5% |
| 7D | -5.7% | +0.6% | -6.3% | -5.8% |
| 30D | -9.1% | +9.4% | -18.5% | -10.8% |
| 3M | +3.5% | +19.3% | -15.8% | -0.2% |
| 6M | +25.7% | +47.9% | -22.2% | +15.1% |
| YTD | +10.8% | +39.6% | -28.8% | +2.4% |
| 1Y | +12.8% | +22.2% | -9.4% | +7.4% |
| 3Y | +33.1% | +45.0% | -11.8% | +15.1% |
| All | +33.1% | +42.8% | -9.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling