+43.0%
XLC vs ZM
-61.0%
+104.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.1% | -1.2% |
| 7D | +3.5% | +6.8% | -3.3% | +1.7% |
| 30D | -2.6% | +0.1% | -2.7% | -2.8% |
| 3M | -2.1% | -7.5% | +5.4% | -0.7% |
| 6M | -5.5% | -8.4% | +3.0% | -4.6% |
| YTD | -6.9% | +13.7% | -20.6% | -12.6% |
| 1Y | -3.7% | +15.9% | -19.7% | -10.3% |
| 3Y | +64.2% | +58.0% | +6.2% | +35.8% |
| 5Y | +43.0% | -60.4% | +103.4% | +48.8% |
| All | +43.0% | -61.0% | +104.0% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling