+55.5%
ZM vs XYL
+43.8%
+11.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.0% | -7.8% | -5.4% |
| 7D | +1.6% | +1.8% | -0.2% | +1.2% |
| 30D | -7.7% | -9.2% | +1.5% | -5.9% |
| 3M | -4.7% | -0.3% | -4.4% | -4.8% |
| 6M | +24.4% | -11.0% | +35.4% | +26.9% |
| YTD | +11.8% | -19.2% | +31.0% | +16.2% |
| 1Y | +13.4% | -21.2% | +34.6% | +18.4% |
| 3Y | +33.8% | +18.6% | +15.2% | +27.1% |
| 5Y | -67.2% | -14.3% | -52.8% | -71.0% |
| All | +55.5% | +43.8% | +11.7% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling