+13.2%
XYZ vs ZM
+48.4%
-35.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -0.9% |
| 7D | +2.9% | +1.6% | +1.2% | +2.0% |
| 30D | +1.4% | -7.7% | +9.1% | +5.0% |
| 3M | +14.6% | -4.7% | +19.2% | +16.2% |
| 6M | +20.8% | +24.4% | -3.7% | +6.3% |
| YTD | +23.1% | +11.8% | +11.3% | +12.5% |
| 1Y | +5.6% | +13.4% | -7.7% | -4.4% |
| 3Y | +50.9% | +33.8% | +17.1% | +25.2% |
| 5Y | -68.6% | -67.2% | -1.4% | -57.3% |
| All | +13.2% | +48.4% | -35.1% | +12.7% |
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