+93.4%
XLP vs ZM
+38.3%
+55.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +0.7% | -5.9% | +6.6% | +0.8% |
| 30D | +10.3% | -5.2% | +15.4% | +10.3% |
| 3M | +6.5% | -11.3% | +17.8% | +6.7% |
| 6M | +8.4% | -14.5% | +22.9% | +8.6% |
| YTD | +18.2% | +4.2% | +14.0% | +17.9% |
| 1Y | +22.4% | +9.3% | +13.1% | +21.9% |
| 3Y | +41.9% | +45.4% | -3.5% | +40.3% |
| 5Y | +40.9% | -66.0% | +106.9% | +38.2% |
| All | +93.4% | +38.3% | +55.2% | +85.0% |
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