+9.6%
ZM vs BG
+7.2%
+2.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | -8.4% | -3.8% | -4.6% | -8.5% |
| 30D | -1.9% | -9.6% | +7.7% | -2.4% |
| 3M | -10.1% | -8.5% | -1.5% | -11.1% |
| 6M | -13.9% | -23.0% | +9.2% | -13.5% |
| YTD | +6.4% | +10.9% | -4.4% | +0.8% |
| 1Y | +9.6% | +6.0% | +3.6% | +7.0% |
| All | +9.6% | +7.2% | +2.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling