+4,632.4%
NVDA vs ZM
+47.0%
+4,585.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -3.5% |
| 30D | -2.5% | -9.1% | +6.6% | +0.1% |
| 3M | +6.7% | +3.5% | +3.1% | +4.9% |
| 6M | +17.6% | +25.7% | -8.1% | +8.0% |
| YTD | +17.3% | +10.8% | +6.6% | +11.1% |
| 1Y | +23.5% | +12.8% | +10.7% | +15.7% |
| 3Y | +384.6% | +33.1% | +351.5% | +323.9% |
| 5Y | +875.4% | -68.3% | +943.7% | +1,011.5% |
| All | +4,632.4% | +47.0% | +4,585.3% | +4,294.4% |
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