+147.3%
XLI vs ZM
+47.0%
+100.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.7% | -5.7% | +4.0% | -1.5% |
| 30D | -7.3% | -9.1% | +1.8% | -7.0% |
| 3M | -1.3% | +3.5% | -4.9% | -1.5% |
| 6M | +2.2% | +25.7% | -23.4% | +1.1% |
| YTD | +11.7% | +10.8% | +1.0% | +10.9% |
| 1Y | +14.3% | +12.8% | +1.5% | +13.3% |
| 3Y | +70.3% | +33.1% | +37.2% | +67.3% |
| 5Y | +82.3% | -68.3% | +150.6% | +72.1% |
| All | +147.3% | +47.0% | +100.3% | +135.5% |
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