-71.9%
ZM vs COMP
-49.2%
-22.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +0.8% |
| 7D | -0.3% | +14.5% | -14.8% | -3.4% |
| 30D | -6.2% | +14.9% | -21.1% | -9.4% |
| 3M | -12.2% | -14.2% | +2.0% | -10.0% |
| 6M | -16.0% | +23.7% | -39.8% | -21.2% |
| YTD | +6.3% | +2.1% | +4.2% | +1.4% |
| 1Y | +12.3% | +26.2% | -13.9% | +1.6% |
| 3Y | +51.2% | +470.9% | -419.7% | -16.6% |
| 5Y | -64.5% | -14.0% | -50.5% | -72.2% |
| All | -71.9% | -49.2% | -22.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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