+1,381.0%
NET vs ZM
+12.6%
+1,368.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -8.4% | -8.0% | -11.8% |
| 30D | -25.8% | -1.9% | -23.9% | -24.9% |
| 3M | -11.5% | -10.1% | -1.5% | -6.2% |
| 6M | +18.9% | -13.9% | +32.8% | +28.0% |
| YTD | +35.2% | +6.4% | +28.8% | +27.3% |
| 1Y | +14.5% | +9.6% | +4.9% | +5.5% |
| 3Y | +313.8% | +45.8% | +268.0% | +217.8% |
| 5Y | +32.6% | -67.5% | +100.0% | +101.0% |
| All | +1,381.0% | +12.6% | +1,368.4% | +1,583.0% |
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 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