+63.4%
ZM vs BLDR
+370.9%
-307.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.7% | +2.9% |
| 7D | +2.9% | -2.8% | +5.8% | +3.4% |
| 30D | +0.7% | -13.3% | +14.0% | +2.7% |
| 3M | -3.7% | -12.3% | +8.6% | -2.5% |
| 6M | +29.9% | -31.5% | +61.3% | +35.7% |
| YTD | +17.4% | -36.1% | +53.5% | +23.3% |
| 1Y | +22.4% | -54.1% | +76.5% | +35.1% |
| 3Y | +41.3% | -55.8% | +97.1% | +52.5% |
| 5Y | -66.0% | +20.7% | -86.8% | -67.5% |
| All | +63.4% | +370.9% | -307.5% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling