+153.3%
XOP vs ZM
-68.2%
+221.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | -5.7% | +8.3% | +3.4% |
| 30D | +9.6% | -9.1% | +18.7% | +10.9% |
| 3M | +20.4% | +3.5% | +16.8% | +19.3% |
| 6M | +19.9% | +25.7% | -5.8% | +15.1% |
| YTD | +56.4% | +10.8% | +45.6% | +52.2% |
| 1Y | +52.4% | +12.8% | +39.7% | +47.6% |
| 3Y | +39.9% | +33.1% | +6.7% | +30.5% |
| All | +153.3% | -68.2% | +221.4% | +152.2% |
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