+57.9%
NOC vs ZM
-67.6%
+125.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -10.4% | -10.3% | -0.1% | -10.4% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -30.4% | +24.8% | -55.2% | -30.5% |
| YTD | -8.5% | +11.5% | -19.9% | -8.6% |
| 1Y | -8.3% | +12.3% | -20.7% | -8.5% |
| 3Y | +28.2% | +33.5% | -5.3% | +27.3% |
| All | +57.9% | -67.6% | +125.5% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling