+61.0%
ZM vs XYL
+24.5%
+36.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +11.0% | -3.7% | +14.8% | +11.8% |
| 30D | +5.6% | -8.3% | +14.0% | +7.0% |
| 3M | -9.1% | -21.4% | +12.3% | -5.1% |
| 6M | -2.6% | -12.9% | +10.4% | -0.6% |
| YTD | +15.7% | -30.1% | +45.7% | +23.1% |
| 1Y | +18.8% | -35.2% | +53.9% | +28.6% |
| 3Y | +62.2% | -0.8% | +62.9% | +58.9% |
| 5Y | -60.9% | -23.2% | -37.6% | -64.4% |
| All | +61.0% | +24.5% | +36.5% | +83.9% |
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