-68.1%
ZM vs ELV
+13.8%
-81.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -10.3% | -0.2% | -10.1% | -10.3% |
| 3M | -0.7% | -6.1% | +5.4% | 0.0% |
| 6M | +24.8% | +42.8% | -18.0% | +18.4% |
| YTD | +11.5% | +14.4% | -2.9% | +8.7% |
| 1Y | +12.3% | +28.6% | -16.3% | +7.7% |
| 3Y | +33.5% | -7.4% | +40.9% | +31.7% |
| All | -68.1% | +13.8% | -81.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling