+61.0%
ZM vs EXEL
+223.6%
-162.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.4% |
| 7D | +11.0% | -0.8% | +11.9% | +11.2% |
| 30D | +5.6% | +13.1% | -7.5% | +3.3% |
| 3M | -9.1% | +36.3% | -45.5% | -14.3% |
| 6M | -2.6% | +34.5% | -37.1% | -8.3% |
| YTD | +15.7% | +57.4% | -41.8% | +5.0% |
| 1Y | +18.8% | +62.9% | -44.2% | +6.9% |
| 3Y | +62.2% | +229.5% | -167.3% | +20.5% |
| 5Y | -60.9% | +281.2% | -342.1% | -72.1% |
| All | +61.0% | +223.6% | -162.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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