+17.0%
XYZ vs ZM
+55.9%
-38.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -2.3% |
| 7D | -1.0% | +2.9% | -3.9% | -2.3% |
| 30D | -1.7% | +0.7% | -2.4% | -2.4% |
| 3M | +16.7% | -3.7% | +20.4% | +17.9% |
| 6M | +26.9% | +29.9% | -3.0% | +9.4% |
| YTD | +27.1% | +17.4% | +9.7% | +13.6% |
| 1Y | +9.3% | +22.4% | -13.1% | -4.7% |
| 3Y | +42.3% | +41.3% | +1.0% | +15.0% |
| 5Y | -69.3% | -66.0% | -3.3% | -59.1% |
| All | +17.0% | +55.9% | -38.9% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling