-62.4%
ZTS vs ZM
-67.1%
+4.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | -2.0% | -10.3% | +8.2% | -0.2% |
| 3M | -10.2% | -0.7% | -9.5% | -10.4% |
| 6M | -39.4% | +24.8% | -64.2% | -42.9% |
| YTD | -40.8% | +11.5% | -52.3% | -43.3% |
| 1Y | -50.1% | +12.3% | -62.5% | -52.3% |
| 3Y | -58.9% | +33.5% | -92.4% | -62.9% |
| 5Y | -62.4% | -67.5% | +5.1% | -61.7% |
| All | -62.4% | -67.1% | +4.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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