+493.0%
VLO vs ZM
+47.0%
+446.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -5.7% | +11.0% | +5.1% |
| 30D | +18.2% | -9.1% | +27.3% | +17.8% |
| 3M | +53.3% | +3.5% | +49.8% | +53.7% |
| 6M | +70.4% | +25.7% | +44.8% | +72.9% |
| YTD | +143.4% | +10.8% | +132.6% | +145.6% |
| 1Y | +153.0% | +12.8% | +140.2% | +155.6% |
| 3Y | +195.0% | +33.1% | +161.8% | +201.5% |
| 5Y | +618.8% | -68.3% | +687.1% | +522.7% |
| All | +493.0% | +47.0% | +446.0% | +437.2% |
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