+86.2%
XBI vs ZM
+47.0%
+39.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -5.7% | +1.0% | -3.5% |
| 30D | -2.0% | -9.1% | +7.1% | -0.3% |
| 3M | +17.8% | +3.5% | +14.3% | +16.3% |
| 6M | +23.7% | +25.7% | -2.0% | +16.3% |
| YTD | +28.2% | +10.8% | +17.5% | +23.0% |
| 1Y | +64.0% | +12.8% | +51.2% | +56.4% |
| 3Y | +99.4% | +33.1% | +66.3% | +81.5% |
| 5Y | +19.3% | -68.3% | +87.6% | +28.4% |
| All | +86.2% | +47.0% | +39.2% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling