+82.0%
XOP vs ZM
+46.9%
+35.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.2% |
| 7D | +1.6% | -2.7% | +4.4% | +1.6% |
| 30D | +9.6% | -10.0% | +19.6% | +9.6% |
| 3M | +16.9% | +1.6% | +15.3% | +16.9% |
| 6M | +24.0% | +25.0% | -0.9% | +24.0% |
| YTD | +56.2% | +10.6% | +45.6% | +56.2% |
| 1Y | +51.8% | +14.0% | +37.8% | +51.8% |
| 3Y | +37.0% | +32.5% | +4.5% | +36.9% |
| 5Y | +163.4% | -68.3% | +231.7% | +134.8% |
| All | +82.0% | +46.9% | +35.1% | +74.9% |
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