+22.4%
ZM vs EQX
+42.9%
-20.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +3.3% |
| 7D | +2.9% | -1.4% | +4.3% | +3.0% |
| 30D | +0.7% | +24.4% | -23.7% | +0.4% |
| 3M | -3.7% | +11.6% | -15.3% | -3.8% |
| 6M | +29.9% | -25.0% | +54.9% | +30.4% |
| YTD | +17.4% | -8.4% | +25.8% | +16.8% |
| 1Y | +22.4% | +43.4% | -21.0% | +25.6% |
| All | +22.4% | +42.9% | -20.5% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling