+55.5%
ZM vs PLUG
-11.0%
+66.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.1% | -9.0% | -5.4% |
| 7D | +1.6% | +8.1% | -6.5% | +0.4% |
| 30D | -7.7% | +3.7% | -11.4% | -8.3% |
| 3M | -4.7% | -29.2% | +24.5% | -0.4% |
| 6M | +24.4% | +6.1% | +18.3% | +20.9% |
| YTD | +11.8% | +14.7% | -3.0% | +5.9% |
| 1Y | +13.4% | +56.9% | -43.6% | -2.0% |
| 3Y | +33.8% | -71.6% | +105.4% | +31.2% |
| 5Y | -67.2% | -91.0% | +23.9% | -60.8% |
| All | +55.5% | -11.0% | +66.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling