+63.4%
ZM vs P
+332.3%
-268.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.0% |
| 7D | +2.9% | +6.5% | -3.6% | +1.6% |
| 30D | +0.7% | +18.8% | -18.1% | -3.6% |
| 3M | -3.7% | +26.7% | -30.4% | -9.8% |
| 6M | +29.9% | +62.2% | -32.3% | +14.5% |
| YTD | +17.4% | +48.5% | -31.1% | +5.1% |
| 1Y | +22.4% | +26.4% | -4.0% | +11.0% |
| 3Y | +41.3% | +159.4% | -118.1% | +0.6% |
| 5Y | -66.0% | +275.8% | -341.8% | -78.0% |
| All | +63.4% | +332.3% | -268.8% | +25.7% |
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