-13.1%
QXO vs ZM
+47.0%
-60.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -7.8% | -5.7% | -2.1% | -7.4% |
| 30D | -18.1% | -9.1% | -9.0% | -17.6% |
| 3M | -25.8% | +3.5% | -29.3% | -26.0% |
| 6M | -41.7% | +25.7% | -67.4% | -42.9% |
| YTD | -36.2% | +10.8% | -46.9% | -37.0% |
| 1Y | -42.1% | +12.8% | -54.9% | -42.9% |
| 3Y | -46.2% | +33.1% | -79.3% | -47.6% |
| 5Y | -70.7% | -68.3% | -2.4% | -69.4% |
| All | -13.1% | +47.0% | -60.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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