+12.3%
ZM vs ECL
+0.5%
+11.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | -0.5% |
| 7D | +0.3% | -2.7% | +3.1% | +0.1% |
| 30D | -10.3% | -4.3% | -6.0% | -10.7% |
| 3M | -0.7% | +3.2% | -3.9% | -0.5% |
| 6M | +24.8% | -2.9% | +27.7% | +26.1% |
| YTD | +11.5% | +4.3% | +7.2% | +10.1% |
| 1Y | +12.3% | +1.6% | +10.7% | +9.5% |
| All | +12.3% | +0.5% | +11.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling