-61.7%
ZM vs BEN
+29.7%
-91.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +10.0% | +11.3% | -1.3% | +3.5% |
| 30D | -0.5% | +15.0% | -15.5% | -8.2% |
| 3M | -7.1% | +7.8% | -14.9% | -11.2% |
| 6M | -5.1% | +15.5% | -20.6% | -13.4% |
| YTD | +13.2% | +55.4% | -42.2% | -14.1% |
| 1Y | +15.3% | +63.3% | -47.9% | -15.1% |
| 3Y | +57.4% | +83.4% | -26.0% | 0.0% |
| 5Y | -61.7% | +28.1% | -89.8% | -72.8% |
| All | -61.7% | +29.7% | -91.4% | -72.8% |
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