+22.4%
ZM vs ETR
+23.8%
-1.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.1% |
| 7D | +2.9% | +1.4% | +1.5% | +3.5% |
| 30D | +0.7% | +1.0% | -0.3% | +1.2% |
| 3M | -3.7% | -1.3% | -2.4% | -3.9% |
| 6M | +29.9% | +1.9% | +28.0% | +31.4% |
| YTD | +17.4% | +18.2% | -0.7% | +24.1% |
| 1Y | +22.4% | +24.7% | -2.3% | +35.2% |
| All | +22.4% | +23.8% | -1.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling