-1.5%
XLY vs ZM
+21.7%
-23.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.7% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | -1.8% | -3.7% | +1.9% | -1.9% |
| 6M | -0.9% | +29.9% | -30.8% | -5.3% |
| YTD | -3.4% | +17.4% | -20.8% | -6.9% |
| 1Y | -1.5% | +22.4% | -23.9% | -6.0% |
| All | -1.5% | +21.7% | -23.2% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling