-68.1%
ZM vs EFX
-37.1%
-31.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.7% |
| 7D | +0.3% | -9.4% | +9.7% | +5.0% |
| 30D | -10.3% | -6.9% | -3.4% | -7.4% |
| 3M | -0.7% | +0.1% | -0.8% | -1.8% |
| 6M | +24.8% | -17.3% | +42.1% | +34.9% |
| YTD | +11.5% | -21.8% | +33.3% | +22.6% |
| 1Y | +12.3% | -32.5% | +44.9% | +32.6% |
| 3Y | +33.5% | -12.3% | +45.8% | +23.2% |
| All | -68.1% | -37.1% | -31.0% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling