+54.0%
ZM vs EIX
+24.6%
+29.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | -10.0% | -18.8% | +8.8% | -10.4% |
| 3M | +1.6% | -19.7% | +21.3% | +1.1% |
| 6M | +25.0% | -18.2% | +43.2% | +24.4% |
| YTD | +10.6% | -1.7% | +12.4% | +10.5% |
| 1Y | +14.0% | +7.8% | +6.2% | +13.9% |
| 3Y | +32.5% | -5.6% | +38.1% | +32.0% |
| 5Y | -68.3% | +23.7% | -92.0% | -66.9% |
| All | +54.0% | +24.6% | +29.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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