-60.4%
ZM vs STZ
-28.3%
-32.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.8% | +8.1% |
| 7D | +6.8% | -0.9% | +7.7% | +7.0% |
| 30D | +0.1% | +14.9% | -14.8% | -3.2% |
| 3M | -7.5% | +8.4% | -15.9% | -9.5% |
| 6M | -8.4% | +2.8% | -11.2% | -9.5% |
| YTD | +13.7% | +7.5% | +6.1% | +9.1% |
| 1Y | +15.9% | +12.5% | +3.4% | +9.5% |
| 3Y | +58.0% | -35.4% | +93.5% | +75.8% |
| 5Y | -60.4% | -29.3% | -31.1% | -56.1% |
| All | -60.4% | -28.3% | -32.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling