+54.1%
ZM vs RUN
-48.1%
+102.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.7% | -3.7% | -2.0% | -5.2% |
| 30D | -9.1% | -13.0% | +3.9% | -7.3% |
| 3M | +3.5% | -31.8% | +35.3% | +8.8% |
| 6M | +25.7% | -32.2% | +57.9% | +30.8% |
| YTD | +10.8% | -53.5% | +64.2% | +19.7% |
| 1Y | +12.8% | -46.5% | +59.3% | +17.9% |
| 3Y | +33.1% | -37.6% | +70.8% | +9.2% |
| 5Y | -68.3% | -80.9% | +12.5% | -69.4% |
| All | +54.1% | -48.1% | +102.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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