+21.0%
VCIT vs ZM
+39.9%
-18.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | +1.1% | -7.0% | +8.1% | +1.3% |
| 3M | -1.4% | -15.2% | +13.8% | -1.0% |
| 6M | -2.3% | -16.8% | +14.4% | -2.0% |
| YTD | -1.8% | +5.4% | -7.2% | -2.2% |
| 1Y | -1.0% | +9.3% | -10.3% | -1.5% |
| 3Y | +19.3% | +46.5% | -27.2% | +17.5% |
| 5Y | +3.8% | -63.8% | +67.6% | +4.4% |
| All | +21.0% | +39.9% | -18.8% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling