+1,843.3%
VRT vs ZM
+39.9%
+1,803.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -17.7% | -1.0% | -16.7% | -17.4% |
| 30D | -20.0% | -7.0% | -13.0% | -18.8% |
| 3M | -28.1% | -15.2% | -12.9% | -26.1% |
| 6M | -42.8% | -16.8% | -26.1% | -41.4% |
| YTD | +20.0% | +5.4% | +14.6% | +16.7% |
| 1Y | +3.5% | +9.3% | -5.8% | -0.2% |
| 3Y | +366.1% | +46.5% | +319.6% | +322.1% |
| 5Y | +632.2% | -63.8% | +696.0% | +633.0% |
| All | +1,843.3% | +39.9% | +1,803.4% | +2,010.2% |
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