+54.1%
ZM vs BG
+195.4%
-141.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.2% |
| 7D | -5.7% | +3.1% | -8.8% | -5.8% |
| 30D | -9.1% | +10.2% | -19.3% | -9.6% |
| 3M | +3.5% | -1.7% | +5.2% | +3.6% |
| 6M | +25.7% | +1.0% | +24.7% | +25.5% |
| YTD | +10.8% | +39.9% | -29.2% | +8.6% |
| 1Y | +12.8% | +53.2% | -40.5% | +10.0% |
| 3Y | +33.1% | +16.3% | +16.9% | +30.5% |
| 5Y | -68.3% | +83.9% | -152.2% | -68.8% |
| All | +54.1% | +195.4% | -141.3% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling