+14.7%
ZM vs Q
+74.5%
-59.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +10.0% | +11.5% | -1.5% | +9.3% |
| 30D | -0.5% | -0.2% | -0.3% | -0.6% |
| 3M | -7.1% | -13.6% | +6.5% | -7.0% |
| 6M | -5.1% | -27.0% | +21.9% | -5.0% |
| YTD | +13.2% | +50.5% | -37.3% | +1.3% |
| 1Y | +15.3% | +33.8% | -18.4% | +2.3% |
| All | +14.7% | +74.5% | -59.8% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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