-68.1%
ZM vs NSC
+44.4%
-112.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +0.3% | -2.0% | +2.4% | +1.0% |
| 30D | -10.3% | -3.2% | -7.1% | -9.4% |
| 3M | -0.7% | +3.9% | -4.6% | -2.2% |
| 6M | +24.8% | +7.8% | +17.0% | +20.6% |
| YTD | +11.5% | +13.4% | -1.9% | +5.3% |
| 1Y | +12.3% | +20.3% | -8.0% | +3.7% |
| 3Y | +33.5% | +76.1% | -42.6% | +0.7% |
| All | -68.1% | +44.4% | -112.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling