+58.2%
ZM vs REPL
+72.7%
-14.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -6.4% | +14.3% | +8.1% |
| 7D | +6.8% | +5.3% | +1.5% | +6.5% |
| 30D | +0.1% | +66.6% | -66.5% | -2.2% |
| 3M | -7.5% | +59.6% | -67.1% | -9.6% |
| 6M | -8.4% | +482.4% | -490.8% | -18.3% |
| YTD | +13.7% | +124.1% | -110.4% | +3.1% |
| 1Y | +15.9% | +138.6% | -122.6% | +4.8% |
| 3Y | +58.0% | +96.0% | -38.0% | +23.1% |
| 5Y | -60.4% | -35.4% | -25.0% | -67.2% |
| All | +58.2% | +72.7% | -14.5% | +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