+33.8%
ZM vs ESTC
+11.7%
+22.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.7% | -1.1% | -3.9% |
| 7D | +1.6% | -4.3% | +5.9% | +2.6% |
| 30D | -7.7% | +17.7% | -25.4% | -12.2% |
| 3M | -4.7% | +42.3% | -46.9% | -13.7% |
| 6M | +24.4% | +64.6% | -40.1% | +8.3% |
| YTD | +11.8% | +17.2% | -5.4% | +4.4% |
| 1Y | +13.4% | -4.2% | +17.6% | +10.1% |
| 3Y | +33.8% | +13.5% | +20.3% | +20.3% |
| All | +33.8% | +11.7% | +22.1% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling