+61.0%
ZM vs M
+34.0%
+26.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.1% |
| 7D | +11.0% | +7.0% | +4.0% | +10.7% |
| 30D | +5.6% | +8.9% | -3.3% | +5.2% |
| 3M | -9.1% | +4.5% | -13.6% | -9.4% |
| 6M | -2.6% | +36.2% | -38.8% | -4.2% |
| YTD | +15.7% | +15.1% | +0.5% | +14.5% |
| 1Y | +18.8% | +27.4% | -8.7% | +17.0% |
| 3Y | +62.2% | +160.1% | -98.0% | +55.2% |
| 5Y | -60.9% | -1.6% | -59.3% | -64.0% |
| All | +61.0% | +34.0% | +26.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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