-8.7%
ZTS vs ZM
+53.5%
-62.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +5.6% | +11.0% | -5.5% | +4.6% |
| 30D | +12.1% | +5.6% | +6.4% | +11.4% |
| 3M | +11.3% | -9.1% | +20.4% | +12.0% |
| 6M | +14.3% | -2.6% | +16.9% | +14.0% |
| YTD | -31.9% | +15.7% | -47.5% | -33.5% |
| 1Y | -29.3% | +18.8% | -48.0% | -31.1% |
| 3Y | -48.0% | +62.2% | -110.2% | -51.1% |
| 5Y | -58.9% | -60.9% | +2.0% | -59.7% |
| All | -8.7% | +53.5% | -62.2% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling