+116.8%
NEE vs ZM
+53.5%
+63.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.1% | +11.0% | -13.1% | -2.5% |
| 30D | +8.6% | +5.6% | +3.0% | +8.3% |
| 3M | -0.3% | -9.1% | +8.9% | 0.0% |
| 6M | -8.9% | -2.6% | -6.4% | -9.0% |
| YTD | +8.3% | +15.7% | -7.3% | +7.1% |
| 1Y | +4.3% | +18.8% | -14.5% | +2.9% |
| 3Y | +70.7% | +62.2% | +8.6% | +65.1% |
| 5Y | +12.8% | -60.9% | +73.7% | +10.8% |
| All | +116.8% | +53.5% | +63.3% | +125.1% |
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