+45.4%
ZM vs EXPD
+68.8%
-23.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.6% |
| 7D | -5.9% | -7.2% | +1.3% | -4.5% |
| 30D | -5.2% | -3.3% | -1.9% | -4.6% |
| 3M | -11.3% | +3.4% | -14.7% | -11.9% |
| 6M | -14.5% | +22.7% | -37.2% | -17.8% |
| YTD | +4.2% | +24.5% | -20.4% | -0.9% |
| 1Y | +9.3% | +38.6% | -29.3% | +1.3% |
| 3Y | +45.4% | +71.5% | -26.1% | +30.9% |
| All | +45.4% | +68.8% | -23.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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