-68.3%
ZM vs SPXU
-85.5%
+17.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | +0.1% |
| 7D | -2.7% | +6.4% | -9.1% | -0.1% |
| 30D | -10.0% | +5.9% | -15.9% | -7.4% |
| 3M | +1.6% | -11.7% | +13.3% | -2.9% |
| 6M | +25.0% | -28.7% | +53.7% | +10.1% |
| YTD | +10.6% | -26.4% | +37.0% | -0.4% |
| 1Y | +14.0% | -35.2% | +49.2% | -2.2% |
| 3Y | +32.5% | -79.8% | +112.3% | -27.3% |
| 5Y | -68.3% | -86.1% | +17.7% | -81.6% |
| All | -68.3% | -85.5% | +17.2% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling