+618.2%
VRT vs ZM
+37.5%
+580.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.9% |
| 7D | +9.1% | +2.9% | +6.2% | +8.7% |
| 30D | +0.9% | +0.7% | +0.2% | +0.6% |
| 3M | -13.4% | -3.7% | -9.7% | -12.5% |
| 6M | +11.7% | +29.9% | -18.2% | +4.5% |
| YTD | +73.2% | +17.4% | +55.8% | +64.0% |
| 1Y | +123.4% | +22.4% | +101.0% | +107.6% |
| All | +618.2% | +37.5% | +580.7% | +540.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling