+33.1%
ZM vs EQX
+168.9%
-135.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -5.7% | -3.2% | -2.5% | -5.5% |
| 30D | -9.1% | +7.8% | -16.9% | -9.5% |
| 3M | +3.5% | +21.3% | -17.8% | +2.4% |
| 6M | +25.7% | -22.4% | +48.1% | +26.8% |
| YTD | +10.8% | -11.3% | +22.1% | +10.4% |
| 1Y | +12.8% | +13.5% | -0.7% | +10.4% |
| 3Y | +33.1% | +162.1% | -129.0% | +19.0% |
| All | +33.1% | +168.9% | -135.8% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling