-67.5%
ZM vs ENB
+68.4%
-135.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.3% | -0.3% | +0.7% | +0.4% |
| 30D | -10.3% | -1.1% | -9.2% | -10.1% |
| 3M | -0.7% | -8.5% | +7.8% | +1.7% |
| 6M | +24.8% | -4.5% | +29.4% | +25.8% |
| YTD | +11.5% | +9.1% | +2.4% | +6.8% |
| 1Y | +12.3% | +8.0% | +4.4% | +7.8% |
| 3Y | +33.5% | +77.8% | -44.4% | +1.0% |
| 5Y | -67.5% | +69.4% | -136.9% | -73.0% |
| All | -67.5% | +68.4% | -135.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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