-68.3%
ZM vs XYL
-15.8%
-52.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | -10.0% | -13.2% | +3.2% | -3.1% |
| 3M | +1.6% | -0.2% | +1.8% | +0.7% |
| 6M | +25.0% | -12.5% | +37.5% | +32.1% |
| YTD | +10.6% | -20.9% | +31.5% | +23.1% |
| 1Y | +14.0% | -21.6% | +35.5% | +27.0% |
| 3Y | +32.5% | +16.1% | +16.3% | +5.1% |
| 5Y | -68.3% | -15.6% | -52.7% | -75.1% |
| All | -68.3% | -15.8% | -52.5% | -75.1% |
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