-0.5%
XRT vs ZM
-64.6%
+64.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +4.1% | -1.0% | +5.1% | +4.4% |
| 30D | +9.9% | -7.0% | +16.9% | +12.1% |
| 3M | +2.3% | -15.2% | +17.5% | +6.8% |
| 6M | +9.6% | -16.8% | +26.3% | +14.0% |
| YTD | +9.1% | +5.4% | +3.8% | +3.4% |
| 1Y | +16.2% | +9.3% | +6.9% | +8.4% |
| 3Y | +60.1% | +46.5% | +13.6% | +31.0% |
| 5Y | -0.5% | -63.8% | +63.3% | +9.1% |
| All | -0.5% | -64.6% | +64.2% | +9.1% |
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