+140.1%
XLF vs ZM
+48.4%
+91.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.4% | -1.2% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | -0.5% | -7.7% | +7.2% | -0.3% |
| 3M | +10.6% | -4.7% | +15.3% | +10.7% |
| 6M | +14.3% | +24.4% | -10.1% | +13.2% |
| YTD | +5.5% | +11.8% | -6.2% | +4.8% |
| 1Y | +9.6% | +13.4% | -3.8% | +8.8% |
| 3Y | +75.2% | +33.8% | +41.3% | +72.7% |
| 5Y | +65.5% | -67.2% | +132.7% | +53.4% |
| All | +140.1% | +48.4% | +91.7% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling