+137.9%
VGT vs ZM
-68.2%
+206.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.2% | -5.7% | +5.5% | +1.6% |
| 30D | -0.4% | -9.1% | +8.7% | +2.2% |
| 3M | +4.4% | +3.5% | +0.9% | +2.5% |
| 6M | +32.1% | +25.7% | +6.4% | +20.7% |
| YTD | +28.8% | +10.8% | +18.0% | +21.5% |
| 1Y | +35.3% | +12.8% | +22.6% | +26.5% |
| 3Y | +124.8% | +33.1% | +91.6% | +94.4% |
| All | +137.9% | -68.2% | +206.1% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling