+110.9%
NFLX vs ZM
+46.9%
+64.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -8.1% | -2.7% | -5.3% | -7.5% |
| 30D | +1.6% | -10.0% | +11.6% | +4.1% |
| 3M | -7.3% | +1.6% | -8.9% | -8.2% |
| 6M | -21.6% | +25.0% | -46.6% | -27.3% |
| YTD | -18.9% | +10.6% | -29.6% | -23.1% |
| 1Y | -39.1% | +14.0% | -53.0% | -42.9% |
| 3Y | +71.7% | +32.5% | +39.2% | +50.9% |
| 5Y | +27.0% | -68.3% | +95.3% | +46.5% |
| All | +110.9% | +46.9% | +64.1% | +74.1% |
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