+55.5%
ZM vs BG
+199.0%
-143.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.4% | -9.2% | -5.0% |
| 7D | +1.6% | +2.4% | -0.7% | +1.5% |
| 30D | -7.7% | +15.0% | -22.7% | -8.4% |
| 3M | -4.7% | -0.7% | -4.0% | -4.7% |
| 6M | +24.4% | +7.5% | +16.9% | +23.8% |
| YTD | +11.8% | +41.6% | -29.8% | +9.5% |
| 1Y | +13.4% | +50.7% | -37.3% | +10.7% |
| 3Y | +33.8% | +20.3% | +13.5% | +31.0% |
| 5Y | -67.2% | +85.2% | -152.4% | -67.7% |
| All | +55.5% | +199.0% | -143.4% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling