+55.1%
ZM vs REPL
+14.6%
+40.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | +0.3% | -9.6% | +9.9% | +0.7% |
| 30D | -10.3% | +5.7% | -16.0% | -10.6% |
| 3M | -0.7% | +56.4% | -57.1% | -4.5% |
| 6M | +24.8% | +67.4% | -42.6% | +15.0% |
| YTD | +11.5% | +48.7% | -37.2% | +3.1% |
| 1Y | +12.3% | +148.3% | -135.9% | -1.5% |
| 3Y | +33.5% | -26.7% | +60.2% | +12.9% |
| 5Y | -67.5% | -54.1% | -13.3% | -72.7% |
| All | +55.1% | +14.6% | +40.5% | +44.6% |
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