+33.1%
ZM vs ET
+96.2%
-63.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | -9.1% | +2.9% | -12.0% | -9.9% |
| 3M | +3.5% | +16.8% | -13.3% | -1.7% |
| 6M | +25.7% | +18.9% | +6.8% | +18.5% |
| YTD | +10.8% | +37.7% | -26.9% | -1.0% |
| 1Y | +12.8% | +32.4% | -19.7% | +2.2% |
| 3Y | +33.1% | +99.5% | -66.3% | +2.4% |
| All | +33.1% | +96.2% | -63.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling