-67.2%
ZM vs ECL
+29.5%
-96.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | +1.6% | -0.8% | +2.4% | +2.1% |
| 30D | -7.7% | -2.5% | -5.2% | -6.6% |
| 3M | -4.7% | +8.3% | -13.0% | -9.5% |
| 6M | +24.4% | -1.1% | +25.5% | +23.6% |
| YTD | +11.8% | +6.5% | +5.3% | +5.3% |
| 1Y | +13.4% | +2.1% | +11.3% | +9.3% |
| 3Y | +33.8% | +57.6% | -23.8% | -9.5% |
| 5Y | -67.2% | +28.1% | -95.2% | -78.4% |
| All | -67.2% | +29.5% | -96.7% | -78.4% |
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