+102.8%
NOK vs ZM
-67.8%
+170.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +8.7% | -2.7% | +11.4% | +9.2% |
| 30D | +12.5% | -10.0% | +22.5% | +14.7% |
| 3M | -20.7% | +1.6% | -22.3% | -21.6% |
| 6M | +36.2% | +25.0% | +11.2% | +28.8% |
| YTD | +64.1% | +10.6% | +53.5% | +58.6% |
| 1Y | +132.4% | +14.0% | +118.4% | +122.5% |
| 3Y | +182.9% | +32.5% | +150.4% | +156.6% |
| 5Y | +102.8% | -68.3% | +171.1% | +104.3% |
| All | +102.8% | -67.8% | +170.6% | +104.3% |
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 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