+48.9%
NVTS vs ZM
+61.1%
-12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -7.4% |
| 7D | +3.9% | +11.0% | -7.1% | -1.2% |
| 30D | -4.3% | +5.6% | -10.0% | -6.3% |
| 3M | -34.5% | -9.1% | -25.3% | -31.7% |
| 6M | -57.7% | -2.6% | -55.2% | -58.0% |
| YTD | +25.4% | +15.7% | +9.7% | +11.0% |
| 1Y | +13.1% | +18.8% | -5.6% | -1.7% |
| 3Y | +48.9% | +62.2% | -13.3% | +17.4% |
| All | +48.9% | +61.1% | -12.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling