-0.7%
XRT vs ZM
-67.8%
+67.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.7% | -0.7% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -5.6% | -7.7% | +2.1% | -3.6% |
| 3M | +2.5% | -4.7% | +7.2% | +3.3% |
| 6M | +3.7% | +24.4% | -20.8% | -5.5% |
| YTD | +1.0% | +11.8% | -10.8% | -5.7% |
| 1Y | -1.2% | +13.4% | -14.6% | -8.5% |
| 3Y | +43.4% | +33.8% | +9.5% | +22.2% |
| 5Y | -0.7% | -67.2% | +66.4% | +12.5% |
| All | -0.7% | -67.8% | +67.1% | +12.5% |
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