+55.1%
ZM vs BR
+68.8%
-13.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.3% | -5.0% | +5.3% | +2.2% |
| 30D | -10.3% | -2.5% | -7.8% | -9.5% |
| 3M | -0.7% | +13.5% | -14.2% | -5.1% |
| 6M | +24.8% | -9.4% | +34.2% | +28.4% |
| YTD | +11.5% | -23.3% | +34.7% | +21.0% |
| 1Y | +12.3% | -31.6% | +43.9% | +26.8% |
| 3Y | +33.5% | -5.1% | +38.5% | +34.6% |
| 5Y | -67.5% | +8.2% | -75.7% | -70.1% |
| All | +55.1% | +68.8% | -13.7% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling