+61.0%
ZM vs EL
-27.6%
+88.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +11.0% | +1.5% | +9.5% | +10.6% |
| 30D | +5.6% | +10.0% | -4.4% | +3.4% |
| 3M | -9.1% | +28.4% | -37.6% | -14.4% |
| 6M | -2.6% | +37.1% | -39.6% | -9.7% |
| YTD | +15.7% | +7.8% | +7.8% | +11.3% |
| 1Y | +18.8% | +26.0% | -7.3% | +10.2% |
| 3Y | +62.2% | +3.8% | +58.3% | +49.8% |
| 5Y | -60.9% | -65.2% | +4.3% | -56.0% |
| All | +61.0% | -27.6% | +88.5% | +87.8% |
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