+55.1%
ZM vs ECL
+61.5%
-6.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | +0.3% | -2.7% | +3.1% | +0.8% |
| 30D | -10.3% | -4.3% | -6.0% | -9.7% |
| 3M | -0.7% | +3.2% | -3.9% | -1.3% |
| 6M | +24.8% | -2.9% | +27.7% | +25.0% |
| YTD | +11.5% | +4.3% | +7.2% | +10.1% |
| 1Y | +12.3% | +1.6% | +10.7% | +11.4% |
| 3Y | +33.5% | +54.3% | -20.8% | +23.1% |
| 5Y | -67.5% | +26.5% | -94.0% | -72.6% |
| All | +55.1% | +61.5% | -6.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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