+61.0%
ZM vs UL
+29.8%
+31.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +2.1% |
| 7D | +11.0% | +1.1% | +9.9% | +10.9% |
| 30D | +5.6% | +4.5% | +1.1% | +5.2% |
| 3M | -9.1% | +6.5% | -15.6% | -9.7% |
| 6M | -2.6% | +18.2% | -20.7% | -4.2% |
| YTD | +15.7% | +4.7% | +11.0% | +15.0% |
| 1Y | +18.8% | +0.8% | +18.0% | +18.6% |
| 3Y | +62.2% | +35.9% | +26.3% | +55.3% |
| 5Y | -60.9% | +33.4% | -94.3% | -63.1% |
| All | +61.0% | +29.8% | +31.1% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling