+11.5%
NEE vs ZM
-60.9%
+72.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -2.1% | +11.0% | -13.1% | -3.0% |
| 30D | +8.6% | +5.6% | +3.0% | +8.0% |
| 3M | -0.3% | -9.1% | +8.9% | +0.4% |
| 6M | -8.9% | -2.6% | -6.4% | -9.2% |
| YTD | +8.3% | +15.7% | -7.3% | +5.3% |
| 1Y | +4.3% | +18.8% | -14.5% | +0.9% |
| 3Y | +70.7% | +62.2% | +8.6% | +55.7% |
| All | +11.5% | -60.9% | +72.3% | +11.4% |
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