+327.1%
NET vs ZM
+42.8%
+284.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.2% | -4.0% |
| 7D | -7.0% | +2.9% | -9.9% | -8.7% |
| 30D | -4.8% | +0.7% | -5.5% | -5.4% |
| 3M | +3.8% | -3.7% | +7.5% | +5.9% |
| 6M | +50.0% | +29.9% | +20.2% | +26.2% |
| YTD | +41.5% | +17.4% | +24.0% | +24.7% |
| 1Y | +32.8% | +22.4% | +10.4% | +13.3% |
| All | +327.1% | +42.8% | +284.3% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling