+54.1%
ZM vs XYL
+41.4%
+12.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.7% | +1.2% | -6.9% | -6.0% |
| 30D | -9.1% | -11.9% | +2.9% | -6.7% |
| 3M | +3.5% | -1.5% | +5.1% | +3.6% |
| 6M | +25.7% | -11.9% | +37.6% | +28.4% |
| YTD | +10.8% | -20.6% | +31.3% | +15.5% |
| 1Y | +12.8% | -23.5% | +36.3% | +18.6% |
| 3Y | +33.1% | +14.9% | +18.3% | +27.3% |
| 5Y | -68.3% | -15.3% | -53.0% | -71.9% |
| All | +54.1% | +41.4% | +12.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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