-62.2%
ZM vs XYL
-23.3%
-38.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +11.0% | -3.7% | +14.8% | +13.0% |
| 30D | +5.6% | -8.3% | +14.0% | +8.6% |
| 3M | -9.1% | -21.4% | +12.3% | +1.4% |
| 6M | -2.6% | -12.9% | +10.4% | +1.8% |
| YTD | +15.7% | -30.1% | +45.7% | +35.2% |
| 1Y | +18.8% | -35.2% | +53.9% | +45.9% |
| 3Y | +62.2% | -0.8% | +62.9% | +36.9% |
| All | -62.2% | -23.3% | -38.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling