+117.8%
NOK vs ZM
+47.0%
+70.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -5.7% | +16.7% | +11.6% |
| 30D | +7.8% | -9.1% | +16.9% | +8.7% |
| 3M | -21.0% | +3.5% | -24.5% | -21.5% |
| 6M | +40.9% | +25.7% | +15.2% | +37.6% |
| YTD | +72.0% | +10.8% | +61.3% | +69.6% |
| 1Y | +140.9% | +12.8% | +128.1% | +136.9% |
| 3Y | +194.3% | +33.1% | +161.1% | +183.2% |
| 5Y | +112.5% | -68.3% | +180.8% | +108.4% |
| All | +117.8% | +47.0% | +70.7% | +115.6% |
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