-63.8%
ZM vs S
-67.7%
+3.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | -7.0% | -10.8% | +3.8% | -3.5% |
| 3M | -15.2% | +5.4% | -20.6% | -18.2% |
| 6M | -16.8% | +41.2% | -58.0% | -28.4% |
| YTD | +5.4% | +56.2% | -50.8% | -13.5% |
| 1Y | +9.3% | +36.3% | -27.0% | -6.2% |
| 3Y | +46.5% | +49.4% | -2.9% | +10.2% |
| 5Y | -63.8% | -66.9% | +3.1% | -56.8% |
| All | -63.8% | -67.7% | +3.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling