+112.0%
NOW vs ZM
+50.3%
+61.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -1.7% | +10.0% | -11.7% | -4.9% |
| 30D | -27.4% | -0.5% | -26.9% | -27.1% |
| 3M | -19.4% | -7.1% | -12.4% | -17.3% |
| 6M | +13.1% | -5.1% | +18.2% | +15.7% |
| YTD | -34.3% | +13.2% | -47.5% | -36.7% |
| 1Y | -41.8% | +15.3% | -57.1% | -44.2% |
| 3Y | -20.7% | +57.4% | -78.1% | -31.7% |
| 5Y | -27.2% | -61.7% | +34.5% | -15.2% |
| All | +112.0% | +50.3% | +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