+185.8%
XOM vs ZM
+47.0%
+138.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +4.1% | -5.7% | +9.8% | +3.9% |
| 30D | +4.6% | -9.1% | +13.7% | +4.3% |
| 3M | +14.0% | +3.5% | +10.4% | +14.2% |
| 6M | +11.0% | +25.7% | -14.7% | +12.1% |
| YTD | +40.7% | +10.8% | +29.9% | +41.6% |
| 1Y | +52.3% | +12.8% | +39.5% | +53.5% |
| 3Y | +60.5% | +33.1% | +27.3% | +62.9% |
| 5Y | +266.4% | -68.3% | +334.7% | +233.9% |
| All | +185.8% | +47.0% | +138.7% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling