+55.5%
ZM vs EFV
+123.5%
-67.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.6% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -7.7% | +0.2% | -7.9% | -7.7% |
| 3M | -4.7% | +9.6% | -14.3% | -7.0% |
| 6M | +24.4% | +14.0% | +10.4% | +19.8% |
| YTD | +11.8% | +18.5% | -6.7% | +6.4% |
| 1Y | +13.4% | +27.9% | -14.5% | +5.7% |
| 3Y | +33.8% | +92.4% | -58.6% | +13.4% |
| 5Y | -67.2% | +97.2% | -164.3% | -73.2% |
| All | +55.5% | +123.5% | -67.9% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling