-63.3%
ZM vs ECL
+38.5%
-101.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -1.0% | +0.4% | -1.5% | -1.3% |
| 30D | -7.0% | +8.6% | -15.6% | -11.3% |
| 3M | -15.2% | +7.9% | -23.1% | -19.1% |
| 6M | -16.8% | +21.0% | -37.8% | -26.2% |
| YTD | +5.4% | +17.5% | -12.2% | -6.5% |
| 1Y | +9.3% | +19.7% | -10.3% | -4.2% |
| 3Y | +46.5% | +77.4% | -30.9% | -9.4% |
| All | -63.3% | +38.5% | -101.8% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling