-67.5%
ZM vs UL
+19.6%
-87.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.3% | -3.2% | +3.6% | +1.0% |
| 30D | -10.3% | -0.6% | -9.7% | -10.2% |
| 3M | -0.7% | +9.4% | -10.1% | -2.6% |
| 6M | +24.8% | -4.1% | +28.9% | +25.9% |
| YTD | +11.5% | -2.0% | +13.4% | +11.5% |
| 1Y | +12.3% | -9.0% | +21.3% | +14.5% |
| 3Y | +33.5% | +21.8% | +11.7% | +22.0% |
| 5Y | -67.5% | +20.6% | -88.1% | -72.8% |
| All | -67.5% | +19.6% | -87.1% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling