-65.4%
ZM vs COMP
-17.6%
-47.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.5% | -1.1% |
| 7D | -5.9% | +13.4% | -19.3% | -8.7% |
| 30D | -5.2% | +11.1% | -16.3% | -7.8% |
| 3M | -11.3% | -18.8% | +7.6% | -7.9% |
| 6M | -14.5% | +10.5% | -25.0% | -17.9% |
| YTD | +4.2% | -3.4% | +7.6% | +0.5% |
| 1Y | +9.3% | +19.7% | -10.4% | 0.0% |
| 3Y | +45.4% | +381.6% | -336.2% | -17.3% |
| All | -65.4% | -17.6% | -47.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling