+32.5%
XLB vs ZM
+34.4%
-1.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.9% | +0.3% | -3.3% | -3.0% |
| 30D | -3.4% | -10.3% | +6.9% | -2.2% |
| 3M | +1.6% | -0.7% | +2.3% | +1.5% |
| 6M | +3.6% | +24.8% | -21.2% | -0.9% |
| YTD | +14.2% | +11.5% | +2.8% | +10.8% |
| 1Y | +15.6% | +12.3% | +3.3% | +11.7% |
| All | +32.5% | +34.4% | -1.8% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling