+61.0%
ZM vs XME
+242.4%
-181.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | +5.6% | -6.1% | +11.8% | +6.8% |
| 3M | -9.1% | -18.6% | +9.5% | -6.0% |
| 6M | -2.6% | -23.9% | +21.3% | +1.7% |
| YTD | +15.7% | -9.3% | +25.0% | +16.3% |
| 1Y | +18.8% | +1.8% | +17.0% | +17.0% |
| 3Y | +62.2% | +93.0% | -30.8% | +42.0% |
| 5Y | -60.9% | +107.0% | -167.8% | -65.4% |
| All | +61.0% | +242.4% | -181.5% | +114.7% |
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