+45.0%
ZM vs ES
+30.0%
+15.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.2% |
| 7D | -5.9% | +1.9% | -7.8% | -5.9% |
| 30D | -5.2% | +7.1% | -12.2% | -5.2% |
| 3M | -11.3% | -1.9% | -9.3% | -11.2% |
| 6M | -14.5% | +4.4% | -18.9% | -14.6% |
| YTD | +4.2% | +7.3% | -3.2% | +4.0% |
| 1Y | +9.3% | +2.1% | +7.2% | +9.2% |
| 3Y | +45.4% | +41.8% | +3.5% | +44.4% |
| 5Y | -66.0% | +1.4% | -67.5% | -66.6% |
| All | +45.0% | +30.0% | +15.0% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling