-62.2%
ZM vs Z
-53.4%
-8.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.3% | +0.8% |
| 7D | +11.0% | +0.8% | +10.2% | +10.6% |
| 30D | +5.6% | +5.2% | +0.5% | +2.2% |
| 3M | -9.1% | -17.0% | +7.9% | -4.1% |
| 6M | -2.6% | -22.7% | +20.1% | +5.2% |
| YTD | +15.7% | -56.3% | +72.0% | +53.4% |
| 1Y | +18.8% | -57.7% | +76.4% | +58.9% |
| 3Y | +62.2% | -16.5% | +78.7% | +43.2% |
| All | -62.2% | -53.4% | -8.7% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling