+54.1%
ZM vs XME
+314.8%
-260.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -5.7% | -4.2% | -1.5% | -5.0% |
| 30D | -9.1% | -2.7% | -6.4% | -8.7% |
| 3M | +3.5% | -3.9% | +7.4% | +4.0% |
| 6M | +25.7% | -1.0% | +26.6% | +25.3% |
| YTD | +10.8% | +9.8% | +0.9% | +7.9% |
| 1Y | +12.8% | +32.5% | -19.8% | +5.9% |
| 3Y | +33.1% | +124.3% | -91.2% | +13.6% |
| 5Y | -68.3% | +165.8% | -234.1% | -72.8% |
| All | +54.1% | +314.8% | -260.7% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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