+54.1%
ZM vs EQX
+190.9%
-136.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -5.7% | -3.2% | -2.5% | -5.4% |
| 30D | -9.1% | +7.8% | -16.9% | -9.9% |
| 3M | +3.5% | +21.3% | -17.8% | +1.2% |
| 6M | +25.7% | -22.4% | +48.1% | +27.6% |
| YTD | +10.8% | -11.3% | +22.1% | +10.3% |
| 1Y | +12.8% | +13.5% | -0.7% | +8.8% |
| 3Y | +33.1% | +162.1% | -129.0% | +12.9% |
| 5Y | -68.3% | +84.2% | -152.5% | -73.2% |
| All | +54.1% | +190.9% | -136.8% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling