+8.0%
XEL vs ZM
+21.7%
-13.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.6% |
| 7D | -1.0% | +2.9% | -3.9% | -0.7% |
| 30D | -1.9% | +0.7% | -2.6% | -1.8% |
| 3M | -1.9% | -3.7% | +1.8% | -2.1% |
| 6M | -7.4% | +29.9% | -37.3% | -5.2% |
| YTD | +4.1% | +17.4% | -13.4% | +6.1% |
| 1Y | +8.0% | +22.4% | -14.3% | +10.6% |
| All | +8.0% | +21.7% | -13.7% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling