+569.7%
VST vs ZM
+55.9%
+513.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +3.5% |
| 7D | +8.9% | +2.9% | +6.0% | +8.9% |
| 30D | +6.2% | +0.7% | +5.5% | +6.2% |
| 3M | -2.7% | -3.7% | +1.0% | -2.6% |
| 6M | -8.4% | +29.9% | -38.2% | -8.9% |
| YTD | -7.2% | +17.4% | -24.6% | -7.6% |
| 1Y | -20.9% | +22.4% | -43.3% | -21.4% |
| 3Y | +384.0% | +41.3% | +342.7% | +378.9% |
| 5Y | +757.1% | -66.0% | +823.1% | +689.7% |
| All | +569.7% | +55.9% | +513.8% | +548.5% |
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