-67.5%
ZM vs ELF
+230.6%
-298.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.4% |
| 7D | +0.3% | -6.8% | +7.1% | +1.5% |
| 30D | -10.3% | +5.1% | -15.4% | -11.1% |
| 3M | -0.7% | +79.8% | -80.4% | -9.9% |
| 6M | +24.8% | +29.7% | -4.9% | +18.6% |
| YTD | +11.5% | +31.6% | -20.2% | +4.4% |
| 1Y | +12.3% | -27.9% | +40.2% | +15.5% |
| 3Y | +33.5% | -26.4% | +59.9% | +19.9% |
| 5Y | -67.5% | +235.6% | -303.1% | -89.6% |
| All | -67.5% | +230.6% | -298.1% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling