+90.0%
XBI vs ZM
+48.0%
+42.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.6% | +0.3% | -4.0% | -3.7% |
| 30D | +0.9% | -10.3% | +11.1% | +2.8% |
| 3M | +21.4% | -0.7% | +22.1% | +20.9% |
| 6M | +25.5% | +24.8% | +0.7% | +18.2% |
| YTD | +30.8% | +11.5% | +19.4% | +25.4% |
| 1Y | +68.6% | +12.3% | +56.2% | +61.0% |
| 3Y | +103.9% | +33.5% | +70.5% | +85.5% |
| 5Y | +20.8% | -67.5% | +88.3% | +29.5% |
| All | +90.0% | +48.0% | +42.0% | +71.0% |
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