+9.6%
ZM vs ESTC
+1.6%
+8.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -8.4% | -15.9% | +7.5% | -2.9% |
| 30D | -1.9% | -5.5% | +3.6% | 0.0% |
| 3M | -10.1% | +26.2% | -36.3% | -18.3% |
| 6M | -13.9% | +77.0% | -90.9% | -30.0% |
| YTD | +6.4% | +18.9% | -12.4% | -4.3% |
| 1Y | +9.6% | +1.3% | +8.3% | +0.5% |
| All | +9.6% | +1.6% | +8.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling