+9.1%
XLF vs ZM
+21.7%
-12.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.0% |
| 7D | 0.0% | +2.9% | -2.9% | -0.2% |
| 30D | +0.2% | +0.7% | -0.5% | +0.1% |
| 3M | +11.7% | -3.7% | +15.4% | +11.8% |
| 6M | +13.8% | +29.9% | -16.1% | +9.8% |
| YTD | +7.0% | +17.4% | -10.4% | +3.9% |
| 1Y | +9.1% | +22.4% | -13.3% | +5.4% |
| All | +9.1% | +21.7% | -12.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling