+54.1%
ZM vs ESI
+235.3%
-181.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -5.7% | -4.6% | -1.0% | -4.8% |
| 30D | -9.1% | -10.5% | +1.4% | -7.1% |
| 3M | +3.5% | -19.8% | +23.3% | +7.3% |
| 6M | +25.7% | +5.8% | +19.9% | +21.5% |
| YTD | +10.8% | +38.3% | -27.5% | +0.5% |
| 1Y | +12.8% | +31.5% | -18.8% | +3.2% |
| 3Y | +33.1% | +80.7% | -47.5% | +12.3% |
| 5Y | -68.3% | +69.4% | -137.7% | -73.2% |
| All | +54.1% | +235.3% | -181.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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