+54.0%
ZM vs GEN
+146.8%
-92.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -2.7% | -4.3% | +1.6% | -1.2% |
| 30D | -10.0% | +3.8% | -13.8% | -11.2% |
| 3M | +1.6% | +22.3% | -20.7% | -5.4% |
| 6M | +25.0% | +39.0% | -14.0% | +11.1% |
| YTD | +10.6% | +11.9% | -1.3% | +5.5% |
| 1Y | +14.0% | +4.5% | +9.4% | +11.1% |
| 3Y | +32.5% | +59.0% | -26.5% | +11.9% |
| 5Y | -68.3% | +22.0% | -90.3% | -71.8% |
| All | +54.0% | +146.8% | -92.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling