+54.1%
ZM vs NVT
+562.2%
-508.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.2% |
| 7D | -5.7% | +4.1% | -9.8% | -6.0% |
| 30D | -9.1% | -5.1% | -4.0% | -8.8% |
| 3M | +3.5% | -1.2% | +4.7% | +3.2% |
| 6M | +25.7% | +46.6% | -20.9% | +20.9% |
| YTD | +10.8% | +60.0% | -49.2% | +5.5% |
| 1Y | +12.8% | +70.8% | -58.0% | +6.7% |
| 3Y | +33.1% | +187.5% | -154.4% | +18.4% |
| 5Y | -68.3% | +426.1% | -494.4% | -72.2% |
| All | +54.1% | +562.2% | -508.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling