+34.4%
ZM vs EXEL
+161.8%
-127.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.6% | -4.7% |
| 7D | +1.6% | +1.4% | +0.3% | +1.6% |
| 30D | -7.7% | +6.7% | -14.4% | -8.1% |
| 3M | -4.7% | +11.5% | -16.1% | -5.4% |
| 6M | +24.4% | +38.8% | -14.4% | +20.9% |
| YTD | +11.8% | +31.6% | -19.8% | +9.1% |
| 1Y | +13.4% | +53.0% | -39.7% | +8.9% |
| All | +34.4% | +161.8% | -127.4% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling