+115.4%
VEA vs ZM
+47.0%
+68.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.5% | -5.7% | +4.2% | -1.1% |
| 30D | -0.8% | -9.1% | +8.3% | -0.3% |
| 3M | +2.5% | +3.5% | -1.0% | +2.1% |
| 6M | +11.1% | +25.7% | -14.5% | +9.1% |
| YTD | +17.2% | +10.8% | +6.4% | +15.8% |
| 1Y | +24.5% | +12.8% | +11.7% | +22.8% |
| 3Y | +75.4% | +33.1% | +42.3% | +70.3% |
| 5Y | +61.1% | -68.3% | +129.4% | +57.6% |
| All | +115.4% | +47.0% | +68.4% | +100.1% |
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