+80.4%
XLP vs ZM
+55.9%
+24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.9% |
| 7D | -1.0% | +2.9% | -4.0% | -1.1% |
| 30D | -0.9% | +0.7% | -1.6% | -0.9% |
| 3M | +3.8% | -3.7% | +7.5% | +3.8% |
| 6M | -1.7% | +29.9% | -31.6% | -2.3% |
| YTD | +10.3% | +17.4% | -7.2% | +9.7% |
| 1Y | +7.8% | +22.4% | -14.6% | +7.2% |
| 3Y | +27.2% | +41.3% | -14.1% | +25.9% |
| 5Y | +32.5% | -66.0% | +98.6% | +29.6% |
| All | +80.4% | +55.9% | +24.5% | +72.3% |
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