+54.1%
ZM vs UL
+20.7%
+33.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -5.7% | -3.4% | -2.3% | -5.4% |
| 30D | -9.1% | +0.5% | -9.6% | -9.1% |
| 3M | +3.5% | +7.2% | -3.7% | +2.8% |
| 6M | +25.7% | -3.1% | +28.7% | +26.0% |
| YTD | +10.8% | -2.7% | +13.5% | +10.9% |
| 1Y | +12.8% | -10.2% | +23.0% | +13.9% |
| 3Y | +33.1% | +20.3% | +12.9% | +29.2% |
| 5Y | -68.3% | +19.9% | -88.2% | -70.0% |
| All | +54.1% | +20.7% | +33.5% | +34.8% |
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