+33.0%
ZM vs EME
+237.6%
-204.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -2.7% | +0.9% | -3.7% | -2.8% |
| 30D | -10.0% | -8.4% | -1.6% | -9.2% |
| 3M | +1.6% | -3.6% | +5.2% | +1.4% |
| 6M | +25.0% | +3.6% | +21.4% | +23.0% |
| YTD | +10.6% | +22.5% | -11.9% | +6.5% |
| 1Y | +14.0% | +18.2% | -4.2% | +9.3% |
| All | +33.0% | +237.6% | -204.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling