-67.1%
ZM vs EQH
+102.2%
-169.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.5% |
| 7D | -5.7% | +0.7% | -6.4% | -6.0% |
| 30D | -9.1% | +2.8% | -11.9% | -10.4% |
| 3M | +3.5% | +23.1% | -19.6% | -6.7% |
| 6M | +25.7% | +41.4% | -15.7% | +5.2% |
| YTD | +10.8% | +14.3% | -3.5% | +2.5% |
| 1Y | +12.8% | +1.6% | +11.2% | +9.9% |
| 3Y | +33.1% | +102.7% | -69.6% | -13.8% |
| All | -67.1% | +102.2% | -169.3% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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