-39.3%
VG vs ZM
+25.5%
-64.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.8% |
| 7D | +1.7% | +2.9% | -1.3% | +1.3% |
| 30D | +16.0% | +0.7% | +15.3% | +15.7% |
| 3M | +9.7% | -3.7% | +13.4% | +10.5% |
| 6M | +29.6% | +29.9% | -0.3% | +22.5% |
| YTD | +112.0% | +17.4% | +94.6% | +104.7% |
| 1Y | +12.8% | +22.4% | -9.6% | +6.5% |
| All | -39.3% | +25.5% | -64.8% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling