+46.6%
ZM vs M
+36.1%
+10.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.0% | +5.0% | -6.0% | -1.3% |
| 30D | -7.0% | +10.6% | -17.6% | -7.5% |
| 3M | -15.2% | +1.6% | -16.8% | -15.3% |
| 6M | -16.8% | +30.8% | -47.6% | -18.0% |
| YTD | +5.4% | +16.9% | -11.5% | +4.2% |
| 1Y | +9.3% | +26.3% | -16.9% | +7.7% |
| 3Y | +46.5% | +158.6% | -112.1% | +40.1% |
| 5Y | -63.8% | +2.1% | -65.9% | -66.6% |
| All | +46.6% | +36.1% | +10.5% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling