+32.6%
NET vs ZM
-67.9%
+100.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -8.4% | -8.0% | -9.7% |
| 30D | -25.8% | -1.9% | -23.9% | -24.6% |
| 3M | -11.5% | -10.1% | -1.5% | -4.1% |
| 6M | +18.9% | -13.9% | +32.8% | +31.2% |
| YTD | +35.2% | +6.4% | +28.8% | +20.4% |
| 1Y | +14.5% | +9.6% | +4.9% | -1.8% |
| 3Y | +313.8% | +45.8% | +268.0% | +152.8% |
| 5Y | +32.6% | -67.5% | +100.0% | +157.0% |
| All | +32.6% | -67.9% | +100.5% | +157.0% |
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