+63.4%
ZM vs EL
-32.7%
+96.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +2.6% |
| 7D | +2.9% | +0.8% | +2.2% | +2.8% |
| 30D | +0.7% | +19.8% | -19.2% | -3.5% |
| 3M | -3.7% | +25.7% | -29.4% | -8.7% |
| 6M | +29.9% | +5.4% | +24.4% | +26.9% |
| YTD | +17.4% | +0.2% | +17.2% | +15.1% |
| 1Y | +22.4% | +20.4% | +2.0% | +14.5% |
| 3Y | +41.3% | -32.1% | +73.4% | +45.2% |
| 5Y | -66.0% | -67.2% | +1.2% | -61.1% |
| All | +63.4% | -32.7% | +96.1% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling