+167.5%
EQIX vs ZM
+47.0%
+120.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +0.9% |
| 30D | -2.5% | -9.1% | +6.6% | -1.5% |
| 3M | 0.0% | +3.5% | -3.6% | -0.8% |
| 6M | +7.6% | +25.7% | -18.0% | +3.7% |
| YTD | +37.5% | +10.8% | +26.8% | +34.2% |
| 1Y | +32.9% | +12.8% | +20.1% | +29.2% |
| 3Y | +42.8% | +33.1% | +9.6% | +34.5% |
| 5Y | +35.8% | -68.3% | +104.1% | +39.8% |
| All | +167.5% | +47.0% | +120.5% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling