+54.1%
ZM vs SPXU
-98.5%
+152.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.5% |
| 7D | -5.7% | +2.5% | -8.2% | -5.1% |
| 30D | -9.1% | +4.2% | -13.3% | -8.0% |
| 3M | +3.5% | -9.3% | +12.8% | +1.7% |
| 6M | +25.7% | -30.7% | +56.4% | +16.6% |
| YTD | +10.8% | -28.1% | +38.9% | +4.2% |
| 1Y | +12.8% | -35.2% | +48.0% | +4.1% |
| 3Y | +33.1% | -79.9% | +113.1% | +0.7% |
| 5Y | -68.3% | -86.4% | +18.1% | -75.9% |
| All | +54.1% | -98.5% | +152.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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