+59.4%
ZM vs STZ
-35.6%
+94.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.8% | +8.0% |
| 7D | +6.8% | -0.9% | +7.7% | +6.9% |
| 30D | +0.1% | +14.9% | -14.8% | -1.1% |
| 3M | -7.5% | +8.4% | -15.9% | -8.3% |
| 6M | -8.4% | +2.8% | -11.2% | -8.8% |
| YTD | +13.7% | +7.5% | +6.1% | +11.3% |
| 1Y | +15.9% | +12.5% | +3.4% | +12.7% |
| All | +59.4% | -35.6% | +94.9% | +66.5% |
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