-34.9%
VST vs ZM
+8.0%
-42.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.8% | -13.8% |
| 7D | -15.7% | -8.4% | -7.3% | -16.0% |
| 30D | -17.0% | -1.9% | -15.1% | -16.9% |
| 3M | -15.9% | -10.1% | -5.8% | -16.4% |
| 6M | -25.0% | -13.9% | -11.1% | -24.7% |
| YTD | -25.1% | +6.4% | -31.5% | -23.5% |
| 1Y | -34.9% | +9.6% | -44.4% | -32.6% |
| All | -34.9% | +8.0% | -42.9% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling