+46.6%
ZM vs ED
+85.7%
-39.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.7% |
| 7D | -1.0% | +2.1% | -3.1% | -0.5% |
| 30D | -7.0% | +12.4% | -19.4% | -4.4% |
| 3M | -15.2% | +13.1% | -28.3% | -12.6% |
| 6M | -16.8% | +14.1% | -30.8% | -13.9% |
| YTD | +5.4% | +23.1% | -17.7% | +10.8% |
| 1Y | +9.3% | +25.4% | -16.1% | +15.5% |
| 3Y | +46.5% | +47.9% | -1.4% | +60.6% |
| 5Y | -63.8% | +81.9% | -145.7% | -57.0% |
| All | +46.6% | +85.7% | -39.1% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling