+34.0%
ZM vs BLDR
-56.4%
+90.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | -10.3% | -14.7% | +4.4% | -8.4% |
| 3M | -0.7% | -20.8% | +20.2% | +1.8% |
| 6M | +24.8% | -35.3% | +60.2% | +31.5% |
| YTD | +11.5% | -40.3% | +51.8% | +18.0% |
| 1Y | +12.3% | -56.3% | +68.6% | +25.6% |
| All | +34.0% | -56.4% | +90.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling