-67.5%
ZM vs EAT
+310.8%
-378.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.4% |
| 7D | +0.3% | -6.8% | +7.1% | +1.9% |
| 30D | -10.3% | -5.4% | -4.9% | -9.5% |
| 3M | -0.7% | +42.8% | -43.4% | -8.8% |
| 6M | +24.8% | +56.5% | -31.7% | +10.7% |
| YTD | +11.5% | +50.0% | -38.6% | -1.0% |
| 1Y | +12.3% | +38.3% | -25.9% | +1.3% |
| 3Y | +33.5% | +591.6% | -558.2% | -35.2% |
| 5Y | -67.5% | +312.6% | -380.1% | -83.9% |
| All | -67.5% | +310.8% | -378.3% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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