-73.8%
ZM vs S
-56.8%
-17.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | +2.9% | -7.7% | +10.7% | +5.8% |
| 30D | +0.7% | -5.3% | +6.0% | +2.2% |
| 3M | -3.7% | +20.3% | -24.0% | -10.4% |
| 6M | +29.9% | +47.4% | -17.5% | +11.8% |
| YTD | +17.4% | +32.5% | -15.1% | +4.5% |
| 1Y | +22.4% | +9.5% | +12.9% | +15.4% |
| 3Y | +41.3% | +15.5% | +25.8% | +20.1% |
| 5Y | -66.0% | -71.2% | +5.2% | -60.8% |
| All | -73.8% | -56.8% | -17.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling