+54.1%
ZM vs SHAK
+9.4%
+44.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.4% |
| 7D | -5.7% | -8.3% | +2.6% | -4.4% |
| 30D | -9.1% | -12.6% | +3.5% | -7.2% |
| 3M | +3.5% | +9.1% | -5.6% | +1.7% |
| 6M | +25.7% | -31.2% | +56.9% | +30.8% |
| YTD | +10.8% | -21.6% | +32.3% | +11.9% |
| 1Y | +12.8% | -38.8% | +51.5% | +18.8% |
| 3Y | +33.1% | +0.6% | +32.5% | +23.1% |
| 5Y | -68.3% | -22.5% | -45.8% | -71.4% |
| All | +54.1% | +9.4% | +44.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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