+33.8%
ZM vs STZ
-50.3%
+84.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -4.2% |
| 7D | +1.6% | -7.4% | +9.0% | +2.4% |
| 30D | -7.7% | -10.9% | +3.2% | -6.7% |
| 3M | -4.7% | -13.4% | +8.8% | -3.3% |
| 6M | +24.4% | -16.2% | +40.6% | +25.9% |
| YTD | +11.8% | -10.4% | +22.2% | +11.3% |
| 1Y | +13.4% | -14.8% | +28.1% | +13.8% |
| 3Y | +33.8% | -50.1% | +84.0% | +44.3% |
| All | +33.8% | -50.3% | +84.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling