+63.4%
ZM vs ESTC
+10.8%
+52.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +5.0% |
| 7D | +2.9% | -8.1% | +11.1% | +6.1% |
| 30D | +0.7% | +31.7% | -31.0% | -10.9% |
| 3M | -3.7% | +41.1% | -44.7% | -17.1% |
| 6M | +29.9% | +77.1% | -47.2% | +1.5% |
| YTD | +17.4% | +21.7% | -4.3% | +4.9% |
| 1Y | +22.4% | +8.4% | +14.0% | +12.8% |
| 3Y | +41.3% | +23.6% | +17.7% | +7.0% |
| 5Y | -66.0% | -46.5% | -19.6% | -66.8% |
| All | +63.4% | +10.8% | +52.6% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling