+70.7%
NEE vs ZM
+61.1%
+9.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -2.1% | +11.0% | -13.1% | -2.0% |
| 30D | +8.6% | +5.6% | +3.0% | +8.7% |
| 3M | -0.3% | -9.1% | +8.9% | -0.3% |
| 6M | -8.9% | -2.6% | -6.4% | -8.8% |
| YTD | +8.3% | +15.7% | -7.3% | +7.7% |
| 1Y | +4.3% | +18.8% | -14.5% | +3.5% |
| 3Y | +70.7% | +62.2% | +8.6% | +59.5% |
| All | +70.7% | +61.1% | +9.7% | +59.5% |
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 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