+1,997.6%
VRT vs ZM
+50.3%
+1,947.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +18.6% | +10.0% | +8.6% | +16.7% |
| 30D | -11.7% | -0.5% | -11.2% | -11.4% |
| 3M | -27.3% | -7.1% | -20.2% | -26.4% |
| 6M | -42.9% | -5.1% | -37.8% | -42.7% |
| YTD | +29.5% | +13.2% | +16.3% | +24.3% |
| 1Y | +21.0% | +15.3% | +5.7% | +15.7% |
| 3Y | +403.1% | +57.4% | +345.7% | +350.0% |
| 5Y | +688.8% | -61.7% | +750.5% | +680.0% |
| All | +1,997.6% | +50.3% | +1,947.3% | +2,149.2% |
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