+54.0%
ZM vs EQH
+182.7%
-128.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -2.7% | -1.8% | -1.0% | -2.5% |
| 30D | -10.0% | +2.4% | -12.4% | -10.2% |
| 3M | +1.6% | +26.3% | -24.7% | -1.0% |
| 6M | +25.0% | +35.8% | -10.8% | +20.7% |
| YTD | +10.6% | +12.7% | -2.0% | +8.8% |
| 1Y | +14.0% | +2.5% | +11.5% | +12.9% |
| 3Y | +32.5% | +98.6% | -66.2% | +27.7% |
| 5Y | -68.3% | +101.7% | -170.0% | -69.5% |
| All | +54.0% | +182.7% | -128.7% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling