+103.2%
XLB vs ZM
+46.9%
+56.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | -4.7% | -10.0% | +5.3% | -4.2% |
| 3M | +2.7% | +1.6% | +1.1% | +2.5% |
| 6M | +2.6% | +25.0% | -22.4% | +1.0% |
| YTD | +12.8% | +10.6% | +2.2% | +11.7% |
| 1Y | +14.0% | +14.0% | 0.0% | +12.5% |
| 3Y | +31.5% | +32.5% | -1.0% | +28.2% |
| 5Y | +33.4% | -68.3% | +101.8% | +28.4% |
| All | +103.2% | +46.9% | +56.3% | +89.3% |
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