+769.3%
VST vs ZM
-66.0%
+835.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +3.1% |
| 7D | +8.9% | +2.9% | +6.0% | +8.5% |
| 30D | +6.2% | +0.7% | +5.5% | +6.0% |
| 3M | -2.7% | -3.7% | +1.0% | -2.5% |
| 6M | -8.4% | +29.9% | -38.2% | -12.6% |
| YTD | -7.2% | +17.4% | -24.6% | -10.6% |
| 1Y | -20.9% | +22.4% | -43.3% | -24.5% |
| 3Y | +384.0% | +41.3% | +342.7% | +346.1% |
| All | +769.3% | -66.0% | +835.4% | +693.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling