+44.2%
XLU vs ZM
-68.2%
+112.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -1.4% |
| 30D | -3.3% | -9.1% | +5.8% | -3.0% |
| 3M | -3.2% | +3.5% | -6.7% | -3.4% |
| 6M | -7.0% | +25.7% | -32.6% | -8.4% |
| YTD | +0.6% | +10.8% | -10.1% | -0.4% |
| 1Y | +2.4% | +12.8% | -10.3% | +1.1% |
| 3Y | +46.3% | +33.1% | +13.1% | +41.6% |
| All | +44.2% | -68.2% | +112.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling