+54.1%
ZM vs Z
-11.8%
+65.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.2% |
| 7D | -5.7% | -6.0% | +0.4% | -3.8% |
| 30D | -9.1% | -2.3% | -6.8% | -8.5% |
| 3M | +3.5% | -0.6% | +4.1% | +3.3% |
| 6M | +25.7% | -27.6% | +53.3% | +37.7% |
| YTD | +10.8% | -52.4% | +63.1% | +37.3% |
| 1Y | +12.8% | -63.6% | +76.4% | +51.5% |
| 3Y | +33.1% | -36.4% | +69.5% | +41.1% |
| 5Y | -68.3% | -64.6% | -3.7% | -63.7% |
| All | +54.1% | -11.8% | +65.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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