+54.1%
ZM vs ZBRA
+51.2%
+3.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -5.7% | -3.4% | -2.3% | -4.6% |
| 30D | -9.1% | -7.4% | -1.7% | -6.8% |
| 3M | +3.5% | +57.5% | -54.0% | -12.2% |
| 6M | +25.7% | +64.0% | -38.3% | +4.4% |
| YTD | +10.8% | +44.3% | -33.5% | -4.3% |
| 1Y | +12.8% | +10.9% | +1.9% | +5.8% |
| 3Y | +33.1% | +37.5% | -4.4% | +10.8% |
| 5Y | -68.3% | -39.7% | -28.6% | -68.3% |
| All | +54.1% | +51.2% | +3.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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