+13.4%
ZM vs ES
+17.8%
-4.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.9% |
| 30D | -7.7% | -1.2% | -6.6% | -7.9% |
| 3M | -4.7% | +5.0% | -9.6% | -3.8% |
| 6M | +24.4% | -2.8% | +27.3% | +25.2% |
| YTD | +11.8% | +8.6% | +3.2% | +13.4% |
| 1Y | +13.4% | +18.9% | -5.6% | +23.5% |
| All | +13.4% | +17.8% | -4.4% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling