+54.7%
XLE vs ZM
+38.4%
+16.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.1% | -1.2% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +11.8% | +0.7% | +11.1% | +11.6% |
| 3M | +9.8% | -3.7% | +13.5% | +10.1% |
| 6M | +15.6% | +29.9% | -14.3% | +11.8% |
| YTD | +45.3% | +17.4% | +27.8% | +41.6% |
| 1Y | +48.3% | +22.4% | +25.9% | +43.3% |
| All | +54.7% | +38.4% | +16.3% | +41.1% |
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 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