+109.8%
NOW vs ZM
+39.9%
+69.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -8.7% | -1.0% | -7.7% | -8.4% |
| 30D | -29.3% | -7.0% | -22.3% | -27.3% |
| 3M | -21.8% | -15.2% | -6.6% | -17.2% |
| 6M | +9.2% | -16.8% | +26.0% | +16.8% |
| YTD | -35.0% | +5.4% | -40.3% | -35.7% |
| 1Y | -42.5% | +9.3% | -51.8% | -43.8% |
| 3Y | -21.5% | +46.5% | -68.0% | -30.6% |
| 5Y | -25.8% | -63.8% | +38.1% | -11.6% |
| All | +109.8% | +39.9% | +69.9% | +86.6% |
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