-41.4%
NCLH vs ZM
-68.2%
+26.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -5.7% | +0.9% | -2.1% |
| 30D | -21.7% | -9.1% | -12.6% | -18.4% |
| 3M | -22.2% | +3.5% | -25.8% | -24.4% |
| 6M | -27.5% | +25.7% | -53.2% | -38.1% |
| YTD | -33.6% | +10.8% | -44.4% | -40.9% |
| 1Y | -45.0% | +12.8% | -57.8% | -51.6% |
| 3Y | -11.0% | +33.1% | -44.2% | -30.3% |
| All | -41.4% | -68.2% | +26.7% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling