+63.4%
ZM vs Z
-6.1%
+69.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.9% |
| 7D | +2.9% | -3.0% | +5.9% | +3.9% |
| 30D | +0.7% | -4.2% | +4.9% | +1.9% |
| 3M | -3.7% | -3.7% | 0.0% | -2.9% |
| 6M | +29.9% | -24.5% | +54.4% | +40.4% |
| YTD | +17.4% | -49.3% | +66.7% | +42.8% |
| 1Y | +22.4% | -58.7% | +81.1% | +57.8% |
| 3Y | +41.3% | -34.1% | +75.4% | +48.2% |
| 5Y | -66.0% | -64.5% | -1.5% | -61.2% |
| All | +63.4% | -6.1% | +69.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling