+45.0%
ZM vs P
+320.3%
-275.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.5% |
| 7D | -5.9% | -23.8% | +17.9% | -1.0% |
| 30D | -5.2% | -36.6% | +31.5% | +3.2% |
| 3M | -11.3% | +10.9% | -22.1% | -14.7% |
| 6M | -14.5% | +30.0% | -44.5% | -21.6% |
| YTD | +4.2% | +44.4% | -40.2% | -7.2% |
| 1Y | +9.3% | +3.9% | +5.4% | +2.6% |
| 3Y | +45.4% | +176.6% | -131.2% | +0.7% |
| 5Y | -66.0% | +249.3% | -315.3% | -78.0% |
| All | +45.0% | +320.3% | -275.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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