+22.4%
ZM vs UL
-8.6%
+31.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.2% |
| 7D | +2.9% | -1.3% | +4.3% | +2.8% |
| 30D | +0.7% | +0.5% | +0.2% | +0.6% |
| 3M | -3.7% | +17.6% | -21.3% | -1.1% |
| 6M | +29.9% | -5.4% | +35.2% | +29.9% |
| YTD | +17.4% | +0.7% | +16.7% | +18.5% |
| 1Y | +22.4% | -9.3% | +31.6% | +25.4% |
| All | +22.4% | -8.6% | +31.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling