+55.1%
ZM vs ESTC
+4.5%
+50.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | +0.3% | -3.3% | +3.7% | +1.5% |
| 30D | -10.3% | +13.4% | -23.7% | -15.8% |
| 3M | -0.7% | +41.3% | -42.0% | -14.6% |
| 6M | +24.8% | +62.6% | -37.8% | +0.9% |
| YTD | +11.5% | +14.8% | -3.3% | +1.8% |
| 1Y | +12.3% | -5.1% | +17.4% | +9.2% |
| 3Y | +33.5% | +11.2% | +22.3% | +5.8% |
| 5Y | -67.5% | -47.0% | -20.5% | -68.1% |
| All | +55.1% | +4.5% | +50.6% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling