-72.1%
ZM vs COMP
-53.0%
-19.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | +0.7% |
| 7D | -1.0% | +7.2% | -8.2% | -2.7% |
| 30D | -7.0% | +6.4% | -13.4% | -8.8% |
| 3M | -15.2% | -19.4% | +4.2% | -11.9% |
| 6M | -16.8% | +14.6% | -31.3% | -20.6% |
| YTD | +5.4% | -5.5% | +10.8% | +2.1% |
| 1Y | +9.3% | +13.7% | -4.3% | +1.2% |
| 3Y | +46.5% | +409.7% | -363.2% | -17.1% |
| 5Y | -63.8% | -17.0% | -46.8% | -71.4% |
| All | -72.1% | -53.0% | -19.1% | -76.2% |
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