-62.2%
ZM vs EXPD
+60.9%
-123.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +11.0% | +5.5% | +5.5% | +8.5% |
| 30D | +5.6% | -0.8% | +6.4% | +6.0% |
| 3M | -9.1% | +4.1% | -13.3% | -10.9% |
| 6M | -2.6% | +25.7% | -28.2% | -12.3% |
| YTD | +15.7% | +31.4% | -15.7% | +0.1% |
| 1Y | +18.8% | +42.2% | -23.4% | -1.4% |
| 3Y | +62.2% | +77.2% | -15.0% | +13.3% |
| All | -62.2% | +60.9% | -123.0% | -77.6% |
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