-67.5%
ZM vs XME
+183.2%
-250.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +0.3% | -0.2% | +0.6% | +0.4% |
| 30D | -10.3% | +1.4% | -11.7% | -10.8% |
| 3M | -0.7% | +2.7% | -3.4% | -2.1% |
| 6M | +24.8% | +6.5% | +18.3% | +20.3% |
| YTD | +11.5% | +15.2% | -3.7% | +2.7% |
| 1Y | +12.3% | +43.5% | -31.2% | -7.0% |
| 3Y | +33.5% | +135.9% | -102.4% | -14.5% |
| 5Y | -67.5% | +181.5% | -248.9% | -80.7% |
| All | -67.5% | +183.2% | -250.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling