+1,022.8%
NBIS vs ZM
+36.0%
+986.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -0.8% | -5.7% | +4.9% | +1.5% |
| 30D | -13.4% | -9.1% | -4.3% | -10.4% |
| 3M | +1.0% | +3.5% | -2.5% | -3.3% |
| 6M | +100.5% | +25.7% | +74.8% | +65.8% |
| YTD | +168.3% | +10.8% | +157.5% | +136.8% |
| 1Y | +151.8% | +12.8% | +139.0% | +118.3% |
| All | +1,022.8% | +36.0% | +986.7% | +776.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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