+2,529.7%
VRT vs ZM
+48.0%
+2,481.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -2.7% | -10.3% | +7.6% | -1.1% |
| 3M | -9.2% | -0.7% | -8.5% | -9.7% |
| 6M | -0.5% | +24.8% | -25.3% | -5.6% |
| YTD | +62.3% | +11.5% | +50.9% | +56.1% |
| 1Y | +109.6% | +12.3% | +97.2% | +100.7% |
| 3Y | +573.1% | +33.5% | +539.6% | +518.8% |
| 5Y | +953.6% | -67.5% | +1,021.1% | +944.4% |
| All | +2,529.7% | +48.0% | +2,481.8% | +2,723.2% |
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