+603.4%
VLO vs ZM
-67.0%
+670.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.8% | +8.1% | +3.7% |
| 7D | +5.8% | +1.6% | +4.1% | +5.6% |
| 30D | +28.3% | -7.7% | +36.1% | +29.1% |
| 3M | +48.7% | -4.7% | +53.4% | +49.0% |
| 6M | +71.9% | +24.4% | +47.5% | +68.5% |
| YTD | +138.7% | +11.8% | +126.9% | +135.3% |
| 1Y | +148.5% | +13.4% | +135.1% | +144.4% |
| 3Y | +192.7% | +33.8% | +158.8% | +182.4% |
| All | +603.4% | -67.0% | +670.4% | +552.0% |
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