+143.4%
XLC vs ZM
+46.9%
+96.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -1.7% | -2.7% | +1.1% | -1.3% |
| 30D | +0.2% | -10.0% | +10.2% | +1.5% |
| 3M | +0.7% | +1.6% | -0.9% | +0.2% |
| 6M | -4.5% | +25.0% | -29.4% | -8.0% |
| YTD | -4.7% | +10.6% | -15.4% | -7.1% |
| 1Y | -1.5% | +14.0% | -15.5% | -4.5% |
| 3Y | +72.2% | +32.5% | +39.8% | +62.1% |
| 5Y | +39.3% | -68.3% | +107.7% | +41.4% |
| All | +143.4% | +46.9% | +96.6% | +115.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling