+58.2%
ZM vs BUD
+5.0%
+53.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.3% | +10.2% | +8.1% |
| 7D | +6.8% | +0.5% | +6.3% | +6.7% |
| 30D | +0.1% | +7.4% | -7.3% | -0.5% |
| 3M | -7.5% | +4.3% | -11.8% | -7.9% |
| 6M | -8.4% | +5.3% | -13.7% | -9.0% |
| YTD | +13.7% | +33.2% | -19.6% | +10.4% |
| 1Y | +15.9% | +31.8% | -15.8% | +12.7% |
| 3Y | +58.0% | +47.8% | +10.3% | +51.6% |
| 5Y | -60.4% | +50.2% | -110.6% | -62.6% |
| All | +58.2% | +5.0% | +53.2% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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