-67.2%
ZM vs STZ
-36.5%
-30.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -3.5% |
| 7D | +1.6% | -7.4% | +9.0% | +3.4% |
| 30D | -7.7% | -10.9% | +3.2% | -5.4% |
| 3M | -4.7% | -13.4% | +8.8% | -1.6% |
| 6M | +24.4% | -16.2% | +40.6% | +28.3% |
| YTD | +11.8% | -10.4% | +22.2% | +12.1% |
| 1Y | +13.4% | -14.8% | +28.1% | +15.3% |
| 3Y | +33.8% | -50.1% | +84.0% | +61.6% |
| 5Y | -67.2% | -38.8% | -28.4% | -63.2% |
| All | -67.2% | -36.5% | -30.6% | -63.2% |
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