+63.4%
ZM vs XME
+333.0%
-269.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +0.7% | +6.0% | -5.3% | -0.3% |
| 3M | -3.7% | -7.7% | +4.0% | -2.6% |
| 6M | +29.9% | +1.0% | +28.9% | +29.1% |
| YTD | +17.4% | +14.6% | +2.8% | +13.7% |
| 1Y | +22.4% | +46.0% | -23.6% | +13.0% |
| 3Y | +41.3% | +127.0% | -85.7% | +20.2% |
| 5Y | -66.0% | +175.8% | -241.8% | -71.0% |
| All | +63.4% | +333.0% | -269.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling