+61.0%
ZM vs ELF
+834.9%
-773.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.6% |
| 7D | +11.0% | +1.6% | +9.5% | +10.8% |
| 30D | +5.6% | +9.1% | -3.5% | +4.4% |
| 3M | -9.1% | +28.2% | -37.3% | -12.3% |
| 6M | -2.6% | +119.5% | -122.1% | -12.9% |
| YTD | +15.7% | +55.2% | -39.5% | +7.1% |
| 1Y | +18.8% | +58.6% | -39.8% | +9.4% |
| 3Y | +62.2% | +21.3% | +40.9% | +40.2% |
| 5Y | -60.9% | +276.2% | -337.1% | -74.6% |
| All | +61.0% | +834.9% | -773.9% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling