+54.1%
ZM vs XHB
+156.4%
-102.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -5.7% | -4.6% | -1.0% | -4.2% |
| 30D | -9.1% | -9.1% | 0.0% | -6.1% |
| 3M | +3.5% | -8.6% | +12.1% | +6.3% |
| 6M | +25.7% | -4.0% | +29.7% | +25.9% |
| YTD | +10.8% | -3.9% | +14.7% | +10.4% |
| 1Y | +12.8% | -16.5% | +29.2% | +18.2% |
| 3Y | +33.1% | +22.6% | +10.6% | +19.2% |
| 5Y | -68.3% | +33.9% | -102.2% | -73.9% |
| All | +54.1% | +156.4% | -102.2% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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