+54.1%
ZM vs ETR
+192.9%
-138.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -5.7% | -1.8% | -3.9% | -5.7% |
| 30D | -9.1% | -1.8% | -7.3% | -9.1% |
| 3M | +3.5% | -3.6% | +7.1% | +3.4% |
| 6M | +25.7% | +2.6% | +23.1% | +25.7% |
| YTD | +10.8% | +16.0% | -5.3% | +10.8% |
| 1Y | +12.8% | +20.1% | -7.4% | +12.8% |
| 3Y | +33.1% | +143.6% | -110.4% | +34.9% |
| 5Y | -68.3% | +124.4% | -192.7% | -67.7% |
| All | +54.1% | +192.9% | -138.7% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling