+110.0%
XLB vs ZM
+53.5%
+56.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | +0.5% | +11.0% | -10.5% | 0.0% |
| 30D | +5.2% | +5.6% | -0.5% | +4.8% |
| 3M | +0.3% | -9.1% | +9.4% | +0.7% |
| 6M | +1.2% | -2.6% | +3.7% | +1.0% |
| YTD | +16.6% | +15.7% | +1.0% | +15.1% |
| 1Y | +21.4% | +18.8% | +2.7% | +19.6% |
| 3Y | +43.2% | +62.2% | -19.0% | +38.4% |
| 5Y | +28.0% | -60.9% | +88.9% | +23.2% |
| All | +110.0% | +53.5% | +56.5% | +95.1% |
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