+113.5%
NEE vs ZM
+48.4%
+65.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.7% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | -0.2% | -7.7% | +7.5% | 0.0% |
| 3M | +0.5% | -4.7% | +5.2% | +0.6% |
| 6M | -6.5% | +24.4% | -31.0% | -7.8% |
| YTD | +6.7% | +11.8% | -5.1% | +5.7% |
| 1Y | +23.6% | +13.4% | +10.3% | +22.3% |
| 3Y | +37.1% | +33.8% | +3.3% | +33.8% |
| 5Y | +10.9% | -67.2% | +78.1% | +9.1% |
| All | +113.5% | +48.4% | +65.1% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling