-62.2%
ZM vs XME
+108.0%
-170.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.7% |
| 7D | +11.0% | +0.3% | +10.7% | +10.9% |
| 30D | +5.6% | -6.1% | +11.8% | +8.0% |
| 3M | -9.1% | -18.6% | +9.5% | -2.5% |
| 6M | -2.6% | -23.9% | +21.3% | +6.5% |
| YTD | +15.7% | -9.3% | +25.0% | +15.6% |
| 1Y | +18.8% | +1.8% | +17.0% | +12.7% |
| 3Y | +62.2% | +93.0% | -30.8% | +9.0% |
| All | -62.2% | +108.0% | -170.1% | -76.6% |
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