-7.8%
NVTS vs ZM
-63.5%
+55.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +4.1% |
| 7D | +2.7% | +2.9% | -0.2% | +0.8% |
| 30D | -4.5% | +0.7% | -5.1% | -5.9% |
| 3M | -61.5% | -3.7% | -57.8% | -61.1% |
| 6M | +28.0% | +29.9% | -1.9% | +1.1% |
| YTD | +65.3% | +17.4% | +47.8% | +36.4% |
| 1Y | +113.0% | +22.4% | +90.6% | +70.0% |
| 3Y | +34.7% | +41.3% | -6.6% | -6.2% |
| All | -7.8% | -63.5% | +55.7% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling