+61.0%
ZM vs BUD
+5.9%
+55.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.1% |
| 7D | +11.0% | +1.0% | +10.0% | +10.9% |
| 30D | +5.6% | +6.7% | -1.0% | +5.0% |
| 3M | -9.1% | +5.7% | -14.8% | -9.6% |
| 6M | -2.6% | +5.8% | -8.4% | -3.2% |
| YTD | +15.7% | +34.4% | -18.7% | +12.3% |
| 1Y | +18.8% | +33.3% | -14.5% | +15.4% |
| 3Y | +62.2% | +48.8% | +13.4% | +55.5% |
| 5Y | -60.9% | +52.5% | -113.4% | -63.0% |
| All | +61.0% | +5.9% | +55.0% | +110.5% |
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