+235.9%
NRG vs ZM
+47.0%
+188.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -5.7% | +1.0% | -4.6% |
| 30D | -6.0% | -9.1% | +3.1% | -5.8% |
| 3M | -8.0% | +3.5% | -11.5% | -8.1% |
| 6M | -23.2% | +25.7% | -48.8% | -23.8% |
| YTD | -28.1% | +10.8% | -38.8% | -28.4% |
| 1Y | -27.3% | +12.8% | -40.0% | -27.7% |
| 3Y | +208.7% | +33.1% | +175.5% | +204.7% |
| 5Y | +197.7% | -68.3% | +266.0% | +183.4% |
| All | +235.9% | +47.0% | +188.9% | +249.1% |
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