+33.8%
ZM vs EL
-30.9%
+64.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.5% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | -7.7% | +15.5% | -23.2% | -10.1% |
| 3M | -4.7% | +20.6% | -25.2% | -7.8% |
| 6M | +24.4% | +10.5% | +14.0% | +21.2% |
| YTD | +11.8% | -1.9% | +13.6% | +10.2% |
| 1Y | +13.4% | +16.1% | -2.7% | +8.4% |
| 3Y | +33.8% | -30.2% | +64.1% | +36.7% |
| All | +33.8% | -30.9% | +64.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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