+34.0%
ZM vs XYL
+16.4%
+17.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | -10.3% | -10.8% | +0.6% | -7.7% |
| 3M | -0.7% | -2.5% | +1.9% | -0.3% |
| 6M | +24.8% | -12.2% | +37.0% | +28.2% |
| YTD | +11.5% | -20.1% | +31.5% | +17.6% |
| 1Y | +12.3% | -20.6% | +33.0% | +18.5% |
| All | +34.0% | +16.4% | +17.6% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling