+1,449.6%
NET vs ZM
+24.2%
+1,425.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.2% | -3.9% |
| 7D | -7.0% | +2.9% | -9.9% | -8.6% |
| 30D | -4.8% | +0.7% | -5.5% | -5.3% |
| 3M | +3.8% | -3.7% | +7.5% | +5.6% |
| 6M | +50.0% | +29.9% | +20.2% | +27.7% |
| YTD | +41.5% | +17.4% | +24.0% | +26.0% |
| 1Y | +32.8% | +22.4% | +10.4% | +15.0% |
| 3Y | +335.9% | +41.3% | +294.6% | +242.4% |
| 5Y | +113.8% | -66.0% | +179.9% | +212.0% |
| All | +1,449.6% | +24.2% | +1,425.3% | +1,566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling