+225.7%
XLE vs ZM
-67.8%
+293.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.4% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +12.6% | -7.7% | +20.4% | +13.2% |
| 3M | +11.8% | -4.7% | +16.5% | +12.0% |
| 6M | +16.1% | +24.4% | -8.4% | +13.7% |
| YTD | +46.9% | +11.8% | +35.1% | +44.8% |
| 1Y | +53.3% | +13.4% | +39.9% | +50.7% |
| 3Y | +54.9% | +33.8% | +21.1% | +49.2% |
| 5Y | +225.7% | -67.2% | +292.8% | +202.2% |
| All | +225.7% | -67.8% | +293.5% | +202.2% |
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