+33.8%
ZM vs EIX
0.0%
+33.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.5% | -9.3% | -5.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.6% |
| 30D | -7.7% | -13.5% | +5.8% | -7.2% |
| 3M | -4.7% | -15.3% | +10.6% | -4.4% |
| 6M | +24.4% | -15.3% | +39.8% | +24.6% |
| YTD | +11.8% | +2.7% | +9.0% | +9.0% |
| 1Y | +13.4% | +17.4% | -4.1% | +8.0% |
| 3Y | +33.8% | -1.3% | +35.2% | +25.5% |
| All | +33.8% | 0.0% | +33.9% | +25.5% |
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