+62.2%
ZM vs EIX
+10.6%
+51.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +11.0% | +1.4% | +9.7% | +11.0% |
| 30D | +5.6% | +8.5% | -2.9% | +5.3% |
| 3M | -9.1% | -13.5% | +4.3% | -8.7% |
| 6M | -2.6% | -12.4% | +9.8% | -2.6% |
| YTD | +15.7% | +5.9% | +9.7% | +12.6% |
| 1Y | +18.8% | +7.6% | +11.2% | +15.3% |
| 3Y | +62.2% | +12.8% | +49.4% | +52.4% |
| All | +62.2% | +10.6% | +51.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling