+55.5%
ZM vs ELV
+86.7%
-31.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.5% | -4.8% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -7.7% | +2.0% | -9.7% | -7.7% |
| 3M | -4.7% | -3.5% | -1.2% | -4.7% |
| 6M | +24.4% | +40.2% | -15.8% | +25.4% |
| YTD | +11.8% | +15.8% | -4.1% | +12.1% |
| 1Y | +13.4% | +33.2% | -19.8% | +14.4% |
| 3Y | +33.8% | -6.2% | +40.1% | +33.2% |
| 5Y | -67.2% | +16.4% | -83.6% | -65.6% |
| All | +55.5% | +86.7% | -31.1% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling