-67.5%
ZM vs EL
-68.4%
+0.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.1% |
| 30D | -10.3% | +13.7% | -23.9% | -13.9% |
| 3M | -0.7% | +14.5% | -15.2% | -5.0% |
| 6M | +24.8% | +7.4% | +17.4% | +20.4% |
| YTD | +11.5% | -4.7% | +16.2% | +10.0% |
| 1Y | +12.3% | +12.9% | -0.6% | +4.1% |
| 3Y | +33.5% | -32.2% | +65.7% | +42.9% |
| 5Y | -67.5% | -68.4% | +0.9% | -51.1% |
| All | -67.5% | -68.4% | +0.9% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling