+55.5%
ZM vs EVRG
+91.6%
-36.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.8% |
| 7D | +1.6% | +0.9% | +0.7% | +1.7% |
| 30D | -7.7% | -0.5% | -7.2% | -7.7% |
| 3M | -4.7% | +1.5% | -6.2% | -4.5% |
| 6M | +24.4% | +1.2% | +23.3% | +24.7% |
| YTD | +11.8% | +16.3% | -4.6% | +13.1% |
| 1Y | +13.4% | +20.3% | -6.9% | +15.0% |
| 3Y | +33.8% | +72.3% | -38.5% | +39.1% |
| 5Y | -67.2% | +46.7% | -113.8% | -66.6% |
| All | +55.5% | +91.6% | -36.0% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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