+301.1%
VST vs ZM
+57.7%
+243.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +19.2% | +10.0% | +9.2% | +17.6% |
| 30D | -17.2% | -0.5% | -16.7% | -17.1% |
| 3M | -8.1% | -7.1% | -1.1% | -7.6% |
| 6M | -8.1% | -5.1% | -3.0% | -7.7% |
| YTD | -16.3% | +13.2% | -29.5% | -19.1% |
| 1Y | -24.1% | +15.3% | -39.5% | -27.1% |
| All | +301.1% | +57.7% | +243.5% | +267.0% |
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