-67.5%
ZM vs BEN
+40.0%
-107.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.5% |
| 7D | +0.3% | +3.4% | -3.0% | -1.4% |
| 30D | -10.3% | +1.8% | -12.1% | -11.2% |
| 3M | -0.7% | +8.4% | -9.0% | -5.2% |
| 6M | +24.8% | +35.6% | -10.8% | +4.2% |
| YTD | +11.5% | +46.4% | -34.9% | -11.2% |
| 1Y | +12.3% | +46.3% | -34.0% | -10.9% |
| 3Y | +33.5% | +54.6% | -21.1% | -2.1% |
| 5Y | -67.5% | +39.4% | -106.9% | -75.9% |
| All | -67.5% | +40.0% | -107.5% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling