+2,706.2%
VRT vs ZM
+55.9%
+2,650.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.8% |
| 7D | +9.1% | +2.9% | +6.2% | +8.6% |
| 30D | +0.9% | +0.7% | +0.2% | +0.6% |
| 3M | -13.4% | -3.7% | -9.7% | -13.2% |
| 6M | +11.7% | +29.9% | -18.2% | +5.3% |
| YTD | +73.2% | +17.4% | +55.8% | +65.2% |
| 1Y | +123.4% | +22.4% | +101.0% | +110.8% |
| 3Y | +606.2% | +41.3% | +564.9% | +543.2% |
| 5Y | +899.9% | -66.0% | +965.9% | +883.0% |
| All | +2,706.2% | +55.9% | +2,650.3% | +2,887.8% |
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