-74.0%
NCLH vs ZM
+47.0%
-121.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -5.7% | +0.9% | -4.1% |
| 30D | -21.7% | -9.1% | -12.6% | -20.8% |
| 3M | -22.2% | +3.5% | -25.8% | -22.7% |
| 6M | -27.5% | +25.7% | -53.2% | -30.1% |
| YTD | -33.6% | +10.8% | -44.4% | -35.3% |
| 1Y | -45.0% | +12.8% | -57.8% | -46.5% |
| 3Y | -11.0% | +33.1% | -44.2% | -15.3% |
| 5Y | -39.7% | -68.3% | +28.6% | -50.3% |
| All | -74.0% | +47.0% | -121.0% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling