+64.3%
XLF vs ZM
-68.2%
+132.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | -5.7% | +4.2% | -0.6% |
| 30D | -1.2% | -9.1% | +7.9% | +0.1% |
| 3M | +9.2% | +3.5% | +5.7% | +8.2% |
| 6M | +16.3% | +25.7% | -9.3% | +10.8% |
| YTD | +5.4% | +10.8% | -5.3% | +2.1% |
| 1Y | +7.6% | +12.8% | -5.2% | +3.7% |
| 3Y | +74.2% | +33.1% | +41.1% | +61.1% |
| All | +64.3% | -68.2% | +132.4% | +63.4% |
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 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