+57.6%
ZM vs ELF
+799.6%
-742.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.2% |
| 7D | +10.0% | +3.4% | +6.6% | +9.5% |
| 30D | -0.5% | +5.0% | -5.4% | -1.1% |
| 3M | -7.1% | +22.6% | -29.6% | -9.7% |
| 6M | -5.1% | +104.0% | -109.1% | -14.3% |
| YTD | +13.2% | +49.3% | -36.1% | +5.4% |
| 1Y | +15.3% | +46.0% | -30.7% | +7.5% |
| 3Y | +57.4% | +19.4% | +38.0% | +36.2% |
| 5Y | -61.7% | +262.0% | -323.7% | -75.0% |
| All | +57.6% | +799.6% | -742.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling