+54.0%
ZM vs XLRE
+55.0%
-1.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | -10.0% | -2.3% | -7.7% | -9.4% |
| 3M | +1.6% | -3.5% | +5.1% | +2.7% |
| 6M | +25.0% | +1.9% | +23.1% | +24.0% |
| YTD | +10.6% | +8.3% | +2.3% | +7.5% |
| 1Y | +14.0% | +6.4% | +7.6% | +11.3% |
| 3Y | +32.5% | +30.2% | +2.2% | +21.6% |
| 5Y | -68.3% | +8.6% | -77.0% | -70.6% |
| All | +54.0% | +55.0% | -1.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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