+64.6%
XLC vs ZM
+58.3%
+6.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.1% | -0.5% |
| 7D | +3.5% | +6.8% | -3.3% | +2.3% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | -2.1% | -7.5% | +5.4% | -1.1% |
| 6M | -5.5% | -8.4% | +3.0% | -4.9% |
| YTD | -6.9% | +13.7% | -20.6% | -10.7% |
| 1Y | -3.7% | +15.9% | -19.7% | -8.3% |
| All | +64.6% | +58.3% | +6.3% | +46.7% |
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 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