+63.4%
ZM vs ESI
+251.6%
-188.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.7% |
| 7D | +2.9% | +3.3% | -0.4% | +2.3% |
| 30D | +0.7% | -5.9% | +6.6% | +1.8% |
| 3M | -3.7% | -14.1% | +10.4% | -1.7% |
| 6M | +29.9% | +6.6% | +23.3% | +25.4% |
| YTD | +17.4% | +45.0% | -27.6% | +5.6% |
| 1Y | +22.4% | +41.5% | -19.1% | +10.4% |
| 3Y | +41.3% | +78.8% | -37.5% | +19.4% |
| 5Y | -66.0% | +70.9% | -136.9% | -71.6% |
| All | +63.4% | +251.6% | -188.1% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling