+18.8%
ZM vs XME
-2.0%
+20.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.6% |
| 3M | -9.1% | -18.6% | +9.5% | -6.9% |
| 6M | -2.6% | -23.9% | +21.3% | +1.2% |
| YTD | +15.7% | -9.3% | +25.0% | +11.7% |
| 1Y | +18.8% | +1.8% | +17.0% | +9.1% |
| All | +18.8% | -2.0% | +20.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling