-65.4%
ZM vs M
-11.5%
-54.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +2.4% |
| 7D | -5.9% | -4.3% | -1.6% | -5.0% |
| 30D | -5.2% | +1.3% | -6.4% | -5.8% |
| 3M | -11.3% | -7.4% | -3.9% | -10.0% |
| 6M | -14.5% | +18.3% | -32.8% | -19.4% |
| YTD | +4.2% | +7.6% | -3.4% | -0.1% |
| 1Y | +9.3% | +17.4% | -8.1% | +2.2% |
| 3Y | +45.4% | +108.4% | -63.0% | +4.1% |
| All | -65.4% | -11.5% | -54.0% | -70.7% |
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