-75.3%
ZM vs S
-56.9%
-18.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -10.0% | -11.8% | +1.8% | -6.3% |
| 3M | +1.6% | +33.9% | -32.3% | -9.1% |
| 6M | +25.0% | +40.1% | -15.1% | +9.6% |
| YTD | +10.6% | +32.1% | -21.4% | -1.4% |
| 1Y | +14.0% | +11.0% | +2.9% | +7.0% |
| 3Y | +32.5% | +16.9% | +15.5% | +12.2% |
| 5Y | -68.3% | -68.9% | +0.6% | -64.0% |
| All | -75.3% | -56.9% | -18.4% | -74.3% |
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