+54.1%
ZM vs BR
+68.5%
-14.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | -9.1% | -0.3% | -8.8% | -9.0% |
| 3M | +3.5% | +17.3% | -13.8% | -2.2% |
| 6M | +25.7% | -6.7% | +32.4% | +28.0% |
| YTD | +10.8% | -23.4% | +34.2% | +20.4% |
| 1Y | +12.8% | -32.7% | +45.4% | +28.0% |
| 3Y | +33.1% | -5.9% | +39.1% | +34.7% |
| 5Y | -68.3% | +8.4% | -76.7% | -70.8% |
| All | +54.1% | +68.5% | -14.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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