-67.1%
ZM vs MKTX
-60.5%
-6.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -9.1% | +0.7% | -9.8% | -9.3% |
| 3M | +3.5% | +40.8% | -37.3% | -8.9% |
| 6M | +25.7% | -8.0% | +33.7% | +28.5% |
| YTD | +10.8% | -8.7% | +19.5% | +13.0% |
| 1Y | +12.8% | -11.8% | +24.6% | +16.3% |
| 3Y | +33.1% | -24.0% | +57.2% | +35.7% |
| All | -67.1% | -60.5% | -6.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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