+61.0%
ZM vs ESI
+223.0%
-162.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +11.0% | +5.5% | +5.5% | +9.8% |
| 30D | +5.6% | -7.8% | +13.4% | +7.3% |
| 3M | -9.1% | -15.0% | +5.9% | -6.4% |
| 6M | -2.6% | -24.9% | +22.3% | +1.9% |
| YTD | +15.7% | +33.2% | -17.6% | +5.5% |
| 1Y | +18.8% | +24.9% | -6.2% | +9.8% |
| 3Y | +62.2% | +77.8% | -15.6% | +37.0% |
| 5Y | -60.9% | +37.1% | -98.0% | -67.1% |
| All | +61.0% | +223.0% | -162.0% | +71.6% |
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 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