+241.5%
NRG vs ZM
+48.0%
+193.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +3.9% | +0.3% | +3.5% | +3.8% |
| 30D | -3.0% | -10.3% | +7.3% | -2.8% |
| 3M | -10.9% | -0.7% | -10.2% | -10.9% |
| 6M | -25.3% | +24.8% | -50.1% | -25.9% |
| YTD | -26.8% | +11.5% | -38.3% | -27.2% |
| 1Y | -23.3% | +12.3% | -35.6% | -23.8% |
| 3Y | +208.6% | +33.5% | +175.1% | +204.7% |
| 5Y | +194.1% | -67.5% | +261.6% | +180.2% |
| All | +241.5% | +48.0% | +193.6% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling