+120.4%
XLK vs ZM
+33.5%
+86.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | +1.5% |
| 30D | -0.6% | -9.1% | +8.5% | +1.3% |
| 3M | +2.6% | +3.5% | -1.0% | +1.3% |
| 6M | +34.0% | +25.7% | +8.3% | +24.7% |
| YTD | +30.7% | +10.8% | +19.9% | +25.0% |
| 1Y | +39.2% | +12.8% | +26.4% | +32.1% |
| 3Y | +120.4% | +33.1% | +87.3% | +96.2% |
| All | +120.4% | +33.5% | +86.9% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling