+205.4%
VIAV vs ZM
+47.0%
+158.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +11.2% | -5.7% | +16.8% | +11.9% |
| 30D | -10.1% | -9.1% | -1.0% | -9.2% |
| 3M | -22.9% | +3.5% | -26.4% | -23.5% |
| 6M | +28.8% | +25.7% | +3.1% | +24.0% |
| YTD | +117.5% | +10.8% | +106.7% | +112.0% |
| 1Y | +216.1% | +12.8% | +203.3% | +207.3% |
| 3Y | +292.2% | +33.1% | +259.1% | +270.5% |
| 5Y | +141.0% | -68.3% | +209.3% | +141.6% |
| All | +205.4% | +47.0% | +158.3% | +173.6% |
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