+150.3%
XLI vs ZM
+48.4%
+101.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.9% |
| 30D | -5.8% | -7.7% | +1.9% | -5.6% |
| 3M | +0.7% | -4.7% | +5.4% | +0.8% |
| 6M | +3.2% | +24.4% | -21.3% | +2.0% |
| YTD | +13.0% | +11.8% | +1.3% | +12.2% |
| 1Y | +16.8% | +13.4% | +3.4% | +15.8% |
| 3Y | +72.4% | +33.8% | +38.6% | +69.3% |
| 5Y | +82.8% | -67.2% | +149.9% | +72.7% |
| All | +150.3% | +48.4% | +101.9% | +138.2% |
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