-55.6%
NVTS vs ZM
-60.9%
+5.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -7.8% |
| 7D | +3.9% | +11.0% | -7.1% | -3.2% |
| 30D | -4.3% | +5.6% | -10.0% | -7.2% |
| 3M | -34.5% | -9.1% | -25.3% | -30.4% |
| 6M | -57.7% | -2.6% | -55.2% | -58.3% |
| YTD | +25.4% | +15.7% | +9.7% | +4.9% |
| 1Y | +13.1% | +18.8% | -5.6% | -7.9% |
| 3Y | +48.9% | +62.2% | -13.3% | -7.5% |
| All | -55.6% | -60.9% | +5.3% | -47.8% |
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