+109.6%
NEE vs ZM
+47.0%
+62.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -5.7% | +4.3% | -1.1% |
| 30D | -3.3% | -9.1% | +5.8% | -3.0% |
| 3M | -2.3% | +3.5% | -5.8% | -2.5% |
| 6M | -8.9% | +25.7% | -34.5% | -10.1% |
| YTD | +4.8% | +10.8% | -6.0% | +3.8% |
| 1Y | +18.7% | +12.8% | +6.0% | +17.5% |
| 3Y | +33.2% | +33.1% | +0.1% | +30.1% |
| 5Y | +10.9% | -68.3% | +79.2% | +9.0% |
| All | +109.6% | +47.0% | +62.6% | +118.2% |
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 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