-9.1%
NVTS vs ZM
-65.5%
+56.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.4% | -5.7% | +4.2% | +2.3% |
| 30D | -16.5% | -9.1% | -7.4% | -12.0% |
| 3M | -47.6% | +3.5% | -51.2% | -50.1% |
| 6M | +7.3% | +25.7% | -18.4% | -13.5% |
| YTD | +62.9% | +10.8% | +52.1% | +39.6% |
| 1Y | +91.3% | +12.8% | +78.5% | +61.3% |
| 3Y | +43.4% | +33.1% | +10.3% | +3.8% |
| All | -9.1% | -65.5% | +56.4% | +30.5% |
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