+55.1%
ZM vs ES
+29.6%
+25.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -10.3% | -1.0% | -9.3% | -10.3% |
| 3M | -0.7% | +1.5% | -2.2% | -0.7% |
| 6M | +24.8% | -3.5% | +28.3% | +24.9% |
| YTD | +11.5% | +7.0% | +4.5% | +11.2% |
| 1Y | +12.3% | +15.3% | -3.0% | +11.8% |
| 3Y | +33.5% | +30.2% | +3.3% | +32.1% |
| 5Y | -67.5% | -4.3% | -63.2% | -68.3% |
| All | +55.1% | +29.6% | +25.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling