+138.1%
XLC vs ZM
+53.5%
+84.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.8% |
| 7D | +3.7% | +11.0% | -7.3% | +2.2% |
| 30D | -1.9% | +5.6% | -7.6% | -2.7% |
| 3M | -3.1% | -9.1% | +6.0% | -2.1% |
| 6M | -6.4% | -2.6% | -3.8% | -6.6% |
| YTD | -6.8% | +15.7% | -22.5% | -9.8% |
| 1Y | -1.7% | +18.8% | -20.4% | -5.3% |
| 3Y | +64.7% | +62.2% | +2.5% | +50.8% |
| 5Y | +41.1% | -60.9% | +101.9% | +41.2% |
| All | +138.1% | +53.5% | +84.5% | +109.3% |
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