+55.5%
ZM vs EFX
+45.8%
+9.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.8% | -3.7% |
| 7D | +1.6% | -7.8% | +9.5% | +4.5% |
| 30D | -7.7% | -5.7% | -2.0% | -5.9% |
| 3M | -4.7% | +2.5% | -7.2% | -6.1% |
| 6M | +24.4% | -16.7% | +41.1% | +31.5% |
| YTD | +11.8% | -20.2% | +32.0% | +19.2% |
| 1Y | +13.4% | -31.4% | +44.7% | +27.2% |
| 3Y | +33.8% | -10.5% | +44.3% | +31.2% |
| 5Y | -67.2% | -35.2% | -31.9% | -66.4% |
| All | +55.5% | +45.8% | +9.7% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling