+63.4%
ZM vs SPXU
-98.5%
+162.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.6% |
| 7D | +2.9% | -0.1% | +3.1% | +3.0% |
| 30D | +0.7% | +0.8% | -0.1% | +1.0% |
| 3M | -3.7% | -4.7% | +1.0% | -4.1% |
| 6M | +29.9% | -29.6% | +59.5% | +21.0% |
| YTD | +17.4% | -29.9% | +47.3% | +9.8% |
| 1Y | +22.4% | -39.1% | +61.5% | +11.3% |
| 3Y | +41.3% | -80.0% | +121.3% | +6.7% |
| 5Y | -66.0% | -86.0% | +20.0% | -74.3% |
| All | +63.4% | -98.5% | +162.0% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling