-67.4%
ZM vs ESI
+76.5%
-143.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | +1.6% | +5.4% | -3.8% | -0.4% |
| 30D | -7.7% | -4.2% | -3.5% | -6.4% |
| 3M | -4.7% | -9.6% | +5.0% | -3.3% |
| 6M | +24.4% | +18.3% | +6.1% | +9.6% |
| YTD | +11.8% | +45.8% | -34.1% | -11.8% |
| 1Y | +13.4% | +39.2% | -25.8% | -9.2% |
| 3Y | +33.8% | +86.3% | -52.4% | -15.2% |
| All | -67.4% | +76.5% | -143.9% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling