-65.4%
ZM vs EXPD
+55.6%
-121.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +2.2% |
| 7D | -5.9% | -7.2% | +1.3% | -2.9% |
| 30D | -5.2% | -3.3% | -1.9% | -3.9% |
| 3M | -11.3% | +3.4% | -14.7% | -12.8% |
| 6M | -14.5% | +22.7% | -37.2% | -22.3% |
| YTD | +4.2% | +24.5% | -20.4% | -7.8% |
| 1Y | +9.3% | +38.6% | -29.3% | -8.6% |
| 3Y | +45.4% | +71.5% | -26.1% | +2.1% |
| All | -65.4% | +55.6% | -121.0% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling