+365.6%
NEM vs ZM
+47.0%
+318.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | -0.7% |
| 30D | +7.8% | -9.1% | +16.9% | +8.4% |
| 3M | +30.2% | +3.5% | +26.7% | +29.8% |
| 6M | +9.6% | +25.7% | -16.1% | +7.8% |
| YTD | +27.8% | +10.8% | +17.1% | +26.5% |
| 1Y | +60.7% | +12.8% | +47.9% | +58.8% |
| 3Y | +245.3% | +33.1% | +212.2% | +235.9% |
| 5Y | +155.3% | -68.3% | +223.6% | +157.3% |
| All | +365.6% | +47.0% | +318.6% | +362.1% |
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 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