+61.0%
ZM vs XHB
+167.2%
-106.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +11.0% | -0.2% | +11.3% | +11.1% |
| 30D | +5.6% | +9.9% | -4.3% | +2.1% |
| 3M | -9.1% | -6.3% | -2.9% | -7.5% |
| 6M | -2.6% | +3.8% | -6.4% | -4.7% |
| YTD | +15.7% | +0.1% | +15.5% | +13.4% |
| 1Y | +18.8% | -0.8% | +19.6% | +16.8% |
| 3Y | +62.2% | +35.6% | +26.6% | +39.8% |
| 5Y | -60.9% | +29.6% | -90.4% | -68.3% |
| All | +61.0% | +167.2% | -106.3% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling