+33.6%
XLY vs ZM
+33.5%
+0.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -5.7% | +4.0% | -0.5% |
| 30D | -4.2% | -9.1% | +4.9% | -2.4% |
| 3M | -2.7% | +3.5% | -6.2% | -3.9% |
| 6M | -0.6% | +25.7% | -26.3% | -7.8% |
| YTD | -5.0% | +10.8% | -15.8% | -9.7% |
| 1Y | -4.1% | +12.8% | -16.9% | -9.6% |
| 3Y | +33.6% | +33.1% | +0.5% | +15.6% |
| All | +33.6% | +33.5% | +0.1% | +15.6% |
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