+460.7%
VST vs ZM
+38.3%
+422.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.4% | +10.5% |
| 7D | -9.8% | -5.9% | -3.9% | -9.7% |
| 30D | -25.1% | -5.2% | -20.0% | -25.0% |
| 3M | -11.6% | -11.3% | -0.3% | -11.4% |
| 6M | -20.9% | -14.5% | -6.4% | -20.7% |
| YTD | -22.3% | +4.2% | -26.5% | -22.5% |
| 1Y | -32.0% | +9.3% | -41.3% | -32.3% |
| 3Y | +262.4% | +45.4% | +217.0% | +259.6% |
| 5Y | +563.4% | -66.0% | +629.4% | +517.6% |
| All | +460.7% | +38.3% | +422.4% | +444.3% |
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 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