+55.5%
ZM vs EME
+934.4%
-878.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.5% | -7.3% | -5.0% |
| 7D | +1.6% | +5.2% | -3.5% | +1.2% |
| 30D | -7.7% | -5.4% | -2.4% | -7.3% |
| 3M | -4.7% | -6.1% | +1.4% | -4.5% |
| 6M | +24.4% | +9.7% | +14.8% | +22.5% |
| YTD | +11.8% | +26.6% | -14.8% | +8.5% |
| 1Y | +13.4% | +24.6% | -11.3% | +9.8% |
| 3Y | +33.8% | +249.6% | -215.8% | +16.9% |
| 5Y | -67.2% | +556.6% | -623.7% | -72.6% |
| All | +55.5% | +934.4% | -878.9% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling