+54.1%
ZM vs ELV
+95.3%
-41.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -5.7% | +3.2% | -8.9% | -5.6% |
| 30D | -9.1% | +5.4% | -14.5% | -9.0% |
| 3M | +3.5% | +5.4% | -1.8% | +3.6% |
| 6M | +25.7% | +45.7% | -20.0% | +26.7% |
| YTD | +10.8% | +21.2% | -10.4% | +11.2% |
| 1Y | +12.8% | +35.6% | -22.9% | +13.8% |
| 3Y | +33.1% | -2.0% | +35.1% | +32.6% |
| 5Y | -68.3% | +26.0% | -94.3% | -66.6% |
| All | +54.1% | +95.3% | -41.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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