+139.9%
XLF vs ZM
+47.0%
+92.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | -5.7% | +4.2% | -1.3% |
| 30D | -1.2% | -9.1% | +7.9% | -0.9% |
| 3M | +9.2% | +3.5% | +5.7% | +9.0% |
| 6M | +16.3% | +25.7% | -9.3% | +15.2% |
| YTD | +5.4% | +10.8% | -5.3% | +4.8% |
| 1Y | +7.6% | +12.8% | -5.2% | +6.8% |
| 3Y | +74.2% | +33.1% | +41.1% | +71.8% |
| 5Y | +66.1% | -68.3% | +134.4% | +53.8% |
| All | +139.9% | +47.0% | +92.9% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling