-67.2%
ZM vs M
+24.8%
-92.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -4.2% |
| 7D | +1.6% | +2.4% | -0.7% | +1.1% |
| 30D | -7.7% | -11.6% | +3.9% | -4.9% |
| 3M | -4.7% | +1.6% | -6.3% | -5.6% |
| 6M | +24.4% | +25.2% | -0.8% | +16.3% |
| YTD | +11.8% | +3.8% | +8.0% | +8.9% |
| 1Y | +13.4% | +36.3% | -23.0% | +2.3% |
| 3Y | +33.8% | +116.3% | -82.5% | -3.4% |
| 5Y | -67.2% | +28.2% | -95.3% | -70.8% |
| All | -67.2% | +24.8% | -92.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling