+33.8%
ZM vs ESI
+82.9%
-49.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.9% |
| 7D | +1.6% | +5.4% | -3.8% | +0.5% |
| 30D | -7.7% | -4.2% | -3.5% | -7.0% |
| 3M | -4.7% | -9.6% | +5.0% | -4.1% |
| 6M | +24.4% | +18.3% | +6.1% | +14.7% |
| YTD | +11.8% | +45.8% | -34.1% | -3.6% |
| 1Y | +13.4% | +39.2% | -25.8% | -1.2% |
| 3Y | +33.8% | +86.3% | -52.4% | +1.5% |
| All | +33.8% | +82.9% | -49.1% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling