+62.2%
ZM vs EFX
+4.8%
+57.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +11.0% | -0.8% | +11.8% | +11.3% |
| 30D | +5.6% | +25.1% | -19.5% | -2.0% |
| 3M | -9.1% | +1.7% | -10.8% | -10.2% |
| 6M | -2.6% | +18.4% | -20.9% | -8.4% |
| YTD | +15.7% | -12.5% | +28.2% | +17.8% |
| 1Y | +18.8% | -8.1% | +26.8% | +19.2% |
| 3Y | +62.2% | +4.8% | +57.4% | +54.1% |
| All | +62.2% | +4.8% | +57.3% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling