+54.1%
ZM vs ET
+168.4%
-114.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -9.1% | +2.9% | -12.0% | -9.3% |
| 3M | +3.5% | +16.8% | -13.3% | +2.4% |
| 6M | +25.7% | +18.9% | +6.8% | +24.2% |
| YTD | +10.8% | +37.7% | -26.9% | +8.3% |
| 1Y | +12.8% | +32.4% | -19.7% | +10.6% |
| 3Y | +33.1% | +99.5% | -66.3% | +28.6% |
| 5Y | -68.3% | +244.0% | -312.3% | -69.1% |
| All | +54.1% | +168.4% | -114.3% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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