-64.5%
ZM vs REPL
-33.0%
-31.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -0.9% | +1.9% |
| 7D | -0.3% | +14.2% | -14.5% | -0.9% |
| 30D | -6.2% | +65.9% | -72.0% | -8.4% |
| 3M | -12.2% | +84.6% | -96.8% | -14.8% |
| 6M | -16.0% | +446.9% | -463.0% | -25.2% |
| YTD | +6.3% | +129.0% | -122.7% | -3.9% |
| 1Y | +12.3% | +167.9% | -155.6% | +0.5% |
| 3Y | +51.2% | +93.9% | -42.7% | +10.7% |
| 5Y | -64.5% | -33.0% | -31.5% | -71.7% |
| All | -64.5% | -33.0% | -31.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling