+110.4%
XLB vs ZM
+50.3%
+60.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | 0.0% | +10.0% | -10.0% | -0.5% |
| 30D | +5.3% | -0.5% | +5.7% | +5.2% |
| 3M | 0.0% | -7.1% | +7.1% | +0.3% |
| 6M | +1.2% | -5.1% | +6.3% | +1.2% |
| YTD | +16.9% | +13.2% | +3.7% | +15.5% |
| 1Y | +20.9% | +15.3% | +5.5% | +19.2% |
| 3Y | +43.3% | +57.4% | -14.1% | +38.7% |
| 5Y | +28.3% | -61.7% | +90.0% | +23.6% |
| All | +110.4% | +50.3% | +60.1% | +95.7% |
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