+33.1%
ZM vs BR
-5.3%
+38.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -5.7% | -3.0% | -2.7% | -4.3% |
| 30D | -9.1% | -0.3% | -8.8% | -8.9% |
| 3M | +3.5% | +17.3% | -13.8% | -3.7% |
| 6M | +25.7% | -6.7% | +32.4% | +28.0% |
| YTD | +10.8% | -23.4% | +34.2% | +23.3% |
| 1Y | +12.8% | -32.7% | +45.4% | +33.4% |
| 3Y | +33.1% | -5.9% | +39.1% | +28.1% |
| All | +33.1% | -5.3% | +38.5% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling