+63.4%
ZM vs NSC
+92.2%
-28.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | +2.9% | -5.5% | +8.5% | +3.3% |
| 30D | +0.7% | -3.2% | +3.9% | +0.8% |
| 3M | -3.7% | +7.7% | -11.4% | -4.1% |
| 6M | +29.9% | +4.5% | +25.4% | +29.4% |
| YTD | +17.4% | +15.6% | +1.9% | +16.2% |
| 1Y | +22.4% | +19.8% | +2.6% | +20.8% |
| 3Y | +41.3% | +70.1% | -28.8% | +37.0% |
| 5Y | -66.0% | +46.1% | -112.2% | -67.2% |
| All | +63.4% | +92.2% | -28.8% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling