+12.8%
ZM vs NSC
+19.9%
-7.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | 0.0% |
| 7D | -5.7% | -2.8% | -2.9% | -6.0% |
| 30D | -9.1% | -4.5% | -4.6% | -9.6% |
| 3M | +3.5% | +3.5% | 0.0% | +4.1% |
| 6M | +25.7% | +8.5% | +17.1% | +26.6% |
| YTD | +10.8% | +12.3% | -1.6% | +11.6% |
| 1Y | +12.8% | +18.9% | -6.2% | +12.8% |
| All | +12.8% | +19.9% | -7.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling