+139.6%
VT vs ZM
+39.9%
+99.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.1% | -1.0% | +0.9% | 0.0% |
| 30D | -3.1% | -7.0% | +3.9% | -2.5% |
| 3M | -3.5% | -15.2% | +11.7% | -2.2% |
| 6M | +0.5% | -16.8% | +17.2% | +1.7% |
| YTD | +10.8% | +5.4% | +5.4% | +9.4% |
| 1Y | +11.9% | +9.3% | +2.6% | +10.1% |
| 3Y | +73.0% | +46.5% | +26.5% | +65.3% |
| 5Y | +58.6% | -63.8% | +122.4% | +57.1% |
| All | +139.6% | +39.9% | +99.7% | +125.6% |
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