-67.5%
ZM vs EIX
+24.3%
-91.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | +0.3% | +4.1% | -3.7% | -0.2% |
| 30D | -10.3% | -15.3% | +5.0% | -8.9% |
| 3M | -0.7% | -18.4% | +17.8% | +1.0% |
| 6M | +24.8% | -16.8% | +41.6% | +26.0% |
| YTD | +11.5% | -0.6% | +12.0% | +8.1% |
| 1Y | +12.3% | +10.7% | +1.7% | +6.0% |
| 3Y | +33.5% | -4.5% | +38.0% | +27.5% |
| 5Y | -67.5% | +24.0% | -91.5% | -70.8% |
| All | -67.5% | +24.3% | -91.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling