+12.9%
ZM vs Q
+78.4%
-65.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.3% |
| 7D | +0.3% | +6.6% | -6.3% | +0.2% |
| 30D | -10.3% | -6.6% | -3.7% | -10.2% |
| 3M | -0.7% | -13.2% | +12.6% | -1.3% |
| 6M | +24.8% | +9.9% | +14.9% | +20.2% |
| YTD | +11.5% | +53.9% | -42.5% | -0.2% |
| All | +12.9% | +78.4% | -65.5% | +0.8% |
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