+46.6%
ZM vs REPL
+84.6%
-38.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.1% |
| 7D | -1.0% | +12.7% | -13.7% | -1.5% |
| 30D | -7.0% | +73.5% | -80.5% | -9.3% |
| 3M | -15.2% | +70.3% | -85.5% | -17.3% |
| 6M | -16.8% | +472.0% | -488.7% | -25.6% |
| YTD | +5.4% | +139.5% | -134.2% | -4.6% |
| 1Y | +9.3% | +167.3% | -158.0% | -1.7% |
| 3Y | +46.5% | +109.5% | -63.1% | +13.8% |
| 5Y | -63.8% | -29.9% | -33.9% | -70.2% |
| All | +46.6% | +84.6% | -38.0% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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