+121.4%
NOC vs ZM
+53.5%
+67.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.3% |
| 7D | +4.8% | +11.0% | -6.2% | +5.1% |
| 30D | +11.0% | +5.6% | +5.4% | +11.2% |
| 3M | -3.8% | -9.1% | +5.3% | -3.9% |
| 6M | +0.6% | -2.6% | +3.2% | +0.7% |
| YTD | -2.3% | +15.7% | -17.9% | -1.8% |
| 1Y | +0.3% | +18.8% | -18.5% | +0.9% |
| 3Y | +24.6% | +62.2% | -37.6% | +26.4% |
| 5Y | +66.0% | -60.9% | +126.8% | +61.0% |
| All | +121.4% | +53.5% | +67.8% | +95.3% |
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