-68.3%
ZM vs EFV
+94.1%
-162.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.5% |
| 7D | -2.7% | -2.0% | -0.7% | -1.1% |
| 30D | -10.0% | -0.2% | -9.8% | -9.8% |
| 3M | +1.6% | +9.1% | -7.5% | -5.7% |
| 6M | +25.0% | +11.7% | +13.3% | +12.7% |
| YTD | +10.6% | +17.0% | -6.4% | -4.8% |
| 1Y | +14.0% | +26.7% | -12.8% | -9.1% |
| 3Y | +32.5% | +90.2% | -57.7% | -29.9% |
| 5Y | -68.3% | +96.1% | -164.4% | -84.5% |
| All | -68.3% | +94.1% | -162.4% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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