+155.1%
NEM vs ZM
-68.2%
+223.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | -0.5% |
| 30D | +7.8% | -9.1% | +16.9% | +8.6% |
| 3M | +30.2% | +3.5% | +26.7% | +29.7% |
| 6M | +9.6% | +25.7% | -16.1% | +6.8% |
| YTD | +27.8% | +10.8% | +17.1% | +25.8% |
| 1Y | +60.7% | +12.8% | +47.9% | +57.7% |
| 3Y | +245.3% | +33.1% | +212.2% | +229.9% |
| All | +155.1% | -68.2% | +223.3% | +134.0% |
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