+54.1%
ZM vs EFX
+43.6%
+10.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.7% | -4.5% | -1.1% | -4.1% |
| 30D | -9.1% | -6.1% | -3.0% | -7.2% |
| 3M | +3.5% | +6.2% | -2.7% | +0.6% |
| 6M | +25.7% | -11.2% | +36.9% | +29.9% |
| YTD | +10.8% | -21.4% | +32.2% | +18.7% |
| 1Y | +12.8% | -34.3% | +47.1% | +28.6% |
| 3Y | +33.1% | -12.5% | +45.7% | +31.6% |
| 5Y | -68.3% | -35.6% | -32.7% | -67.4% |
| All | +54.1% | +43.6% | +10.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling