+463.1%
VLO vs ZM
+55.9%
+407.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | +0.2% |
| 7D | +5.2% | +2.9% | +2.3% | +5.4% |
| 30D | +22.6% | +0.7% | +21.9% | +22.7% |
| 3M | +43.8% | -3.7% | +47.5% | +43.6% |
| 6M | +65.7% | +29.9% | +35.9% | +68.3% |
| YTD | +131.1% | +17.4% | +113.7% | +133.7% |
| 1Y | +143.6% | +22.4% | +121.2% | +147.1% |
| 3Y | +201.4% | +41.3% | +160.1% | +208.9% |
| 5Y | +568.9% | -66.0% | +634.9% | +481.8% |
| All | +463.1% | +55.9% | +407.2% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling