+33.0%
ZM vs ZBRA
+33.4%
-0.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.7% | -3.8% | +1.0% | -1.7% |
| 30D | -10.0% | -10.2% | +0.2% | -7.4% |
| 3M | +1.6% | +58.7% | -57.1% | -11.5% |
| 6M | +25.0% | +61.9% | -36.9% | +7.8% |
| YTD | +10.6% | +41.7% | -31.0% | -1.1% |
| 1Y | +14.0% | +12.4% | +1.6% | +8.0% |
| All | +33.0% | +33.4% | -0.5% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling