-62.2%
ZM vs MOD
+1,086.9%
-1,149.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +27.9% | -25.7% | -1.1% |
| 7D | +11.0% | +40.4% | -29.4% | +6.2% |
| 30D | +5.6% | -14.0% | +19.6% | +6.6% |
| 3M | -9.1% | -33.3% | +24.2% | -5.8% |
| 6M | -2.6% | -51.4% | +48.8% | +3.6% |
| YTD | +15.7% | +1.6% | +14.0% | +9.8% |
| 1Y | +18.8% | +5.4% | +13.4% | +11.6% |
| 3Y | +62.2% | +191.0% | -128.8% | +12.9% |
| All | -62.2% | +1,086.9% | -1,149.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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