-69.4%
ZM vs COMP
-52.0%
-17.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.8% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | +5.6% | +16.6% | -10.9% | +1.7% |
| 3M | -9.1% | -23.5% | +14.4% | -4.5% |
| 6M | -2.6% | +25.7% | -28.3% | -8.9% |
| YTD | +15.7% | -3.4% | +19.1% | +11.6% |
| 1Y | +18.8% | +7.6% | +11.2% | +11.4% |
| 3Y | +62.2% | +423.6% | -361.4% | -8.8% |
| 5Y | -60.9% | -10.6% | -50.3% | -69.5% |
| All | -69.4% | -52.0% | -17.5% | -74.0% |
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