+108.7%
NOC vs ZM
+47.0%
+61.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.8% | -5.7% | +6.5% | +0.6% |
| 30D | -9.7% | -9.1% | -0.6% | -9.9% |
| 3M | -5.6% | +3.5% | -9.2% | -5.5% |
| 6M | -28.6% | +25.7% | -54.2% | -28.2% |
| YTD | -7.9% | +10.8% | -18.6% | -7.5% |
| 1Y | -9.5% | +12.8% | -22.3% | -9.1% |
| 3Y | +28.4% | +33.1% | -4.8% | +29.5% |
| 5Y | +59.0% | -68.3% | +127.3% | +53.0% |
| All | +108.7% | +47.0% | +61.7% | +83.9% |
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