-74.8%
ZM vs S
-51.5%
-23.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +1.8% |
| 7D | +10.0% | +4.1% | +5.9% | +8.3% |
| 30D | -0.5% | -7.2% | +6.7% | +1.7% |
| 3M | -7.1% | 0.0% | -7.0% | -8.5% |
| 6M | -5.1% | +41.6% | -46.7% | -17.8% |
| YTD | +13.2% | +48.6% | -35.4% | -4.4% |
| 1Y | +15.3% | +30.0% | -14.7% | +1.4% |
| 3Y | +57.4% | +42.2% | +15.3% | +23.2% |
| 5Y | -61.7% | -70.8% | +9.1% | -56.8% |
| All | -74.8% | -51.5% | -23.2% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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