+141.9%
XLC vs ZM
+48.0%
+94.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -0.9% | -10.3% | +9.4% | +0.4% |
| 3M | -0.3% | -0.7% | +0.3% | -0.5% |
| 6M | -5.2% | +24.8% | -30.0% | -8.7% |
| YTD | -5.3% | +11.5% | -16.8% | -7.7% |
| 1Y | -2.8% | +12.3% | -15.1% | -5.6% |
| 3Y | +71.2% | +33.5% | +37.7% | +61.0% |
| 5Y | +37.6% | -67.5% | +105.1% | +39.4% |
| All | +141.9% | +48.0% | +94.0% | +114.1% |
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 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