+140.7%
VT vs ZM
+41.1%
+99.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -2.6% | -6.2% | +3.6% | -2.1% |
| 3M | -3.2% | -12.2% | +9.0% | -2.3% |
| 6M | +0.9% | -16.0% | +17.0% | +2.1% |
| YTD | +11.3% | +6.3% | +5.0% | +9.9% |
| 1Y | +14.0% | +12.3% | +1.7% | +11.9% |
| 3Y | +75.8% | +51.2% | +24.6% | +67.6% |
| 5Y | +57.8% | -64.5% | +122.3% | +56.2% |
| All | +140.7% | +41.1% | +99.6% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling