+55.1%
ZM vs TRU
+12.1%
+43.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +0.3% | -6.5% | +6.8% | +2.5% |
| 30D | -10.3% | -2.5% | -7.8% | -9.7% |
| 3M | -0.7% | +10.4% | -11.0% | -4.4% |
| 6M | +24.8% | +1.6% | +23.2% | +23.1% |
| YTD | +11.5% | -9.7% | +21.2% | +13.4% |
| 1Y | +12.3% | -17.3% | +29.6% | +17.1% |
| 3Y | +33.5% | -1.8% | +35.3% | +26.8% |
| 5Y | -67.5% | -36.2% | -31.3% | -68.7% |
| All | +55.1% | +12.1% | +43.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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