-49.7%
NRG vs ZM
+8.0%
-57.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | -13.7% | -8.4% | -5.3% | -14.3% |
| 30D | -13.6% | -1.9% | -11.7% | -13.6% |
| 3M | -28.5% | -10.1% | -18.5% | -29.3% |
| 6M | -45.8% | -13.9% | -31.9% | -45.8% |
| YTD | -46.9% | +6.4% | -53.4% | -46.4% |
| 1Y | -49.7% | +9.6% | -59.3% | -48.8% |
| All | -49.7% | +8.0% | -57.8% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling