-53.7%
NKE vs ZM
+47.0%
-100.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -5.7% | +1.5% | -3.5% |
| 30D | -8.2% | -9.1% | +0.9% | -7.2% |
| 3M | -19.1% | +3.5% | -22.6% | -19.6% |
| 6M | -32.6% | +25.7% | -58.3% | -35.0% |
| YTD | -40.7% | +10.8% | -51.5% | -42.0% |
| 1Y | -48.9% | +12.8% | -61.6% | -50.2% |
| 3Y | -59.2% | +33.1% | -92.4% | -61.4% |
| 5Y | -75.3% | -68.3% | -7.0% | -75.5% |
| All | -53.7% | +47.0% | -100.8% | -54.9% |
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 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