+112.5%
NET vs ZM
-66.0%
+178.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.2% | -4.7% |
| 7D | -7.0% | +2.9% | -9.9% | -9.4% |
| 30D | -4.8% | +0.7% | -5.5% | -5.8% |
| 3M | +3.8% | -3.7% | +7.5% | +6.0% |
| 6M | +50.0% | +29.9% | +20.2% | +16.1% |
| YTD | +41.5% | +17.4% | +24.0% | +16.6% |
| 1Y | +32.8% | +22.4% | +10.4% | +4.1% |
| 3Y | +335.9% | +41.3% | +294.6% | +182.7% |
| All | +112.5% | -66.0% | +178.5% | +305.7% |
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