+473.2%
VLO vs ZM
-60.9%
+534.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +9.6% | +11.0% | -1.4% | +8.7% |
| 30D | -17.4% | +5.6% | -23.0% | -17.8% |
| 3M | +10.8% | -9.1% | +19.9% | +11.5% |
| 6M | +56.9% | -2.6% | +59.5% | +56.7% |
| YTD | +136.8% | +15.7% | +121.1% | +132.5% |
| 1Y | +120.7% | +18.8% | +101.9% | +116.0% |
| 3Y | +231.9% | +62.2% | +169.7% | +216.6% |
| All | +473.2% | -60.9% | +534.1% | +370.3% |
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