+63.4%
ZM vs STZ
-24.4%
+87.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +2.9% | -1.9% | +4.9% | +3.0% |
| 30D | +0.7% | -1.9% | +2.6% | +0.7% |
| 3M | -3.7% | -6.2% | +2.5% | -3.6% |
| 6M | +29.9% | -14.0% | +43.9% | +30.0% |
| YTD | +17.4% | -5.1% | +22.5% | +17.2% |
| 1Y | +22.4% | -9.6% | +32.0% | +22.3% |
| 3Y | +41.3% | -47.2% | +88.5% | +41.2% |
| 5Y | -66.0% | -33.6% | -32.5% | -65.0% |
| All | +63.4% | -24.4% | +87.8% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling