+63.4%
ZM vs EIX
+24.7%
+38.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +3.3% |
| 7D | +2.9% | -19.1% | +22.0% | +2.5% |
| 30D | +0.7% | -16.9% | +17.6% | +0.3% |
| 3M | -3.7% | -20.0% | +16.3% | -4.2% |
| 6M | +29.9% | -21.3% | +51.2% | +29.2% |
| YTD | +17.4% | -1.7% | +19.1% | +17.2% |
| 1Y | +22.4% | +9.6% | +12.8% | +22.4% |
| 3Y | +41.3% | -3.7% | +45.0% | +41.0% |
| 5Y | -66.0% | +22.6% | -88.6% | -64.5% |
| All | +63.4% | +24.7% | +38.8% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling