-12.9%
NVTS vs ZM
-65.6%
+52.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.4% |
| 7D | +0.5% | -2.7% | +3.2% | +2.2% |
| 30D | -18.0% | -10.0% | -8.0% | -13.0% |
| 3M | -45.6% | +1.6% | -47.2% | -47.5% |
| 6M | +28.5% | +25.0% | +3.5% | +3.9% |
| YTD | +56.2% | +10.6% | +45.5% | +33.9% |
| 1Y | +97.7% | +14.0% | +83.7% | +65.4% |
| 3Y | +35.0% | +32.5% | +2.5% | -1.9% |
| All | -12.9% | -65.6% | +52.7% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling