+66.6%
VT vs ZM
-66.0%
+132.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.6% |
| 7D | +0.4% | +2.9% | -2.5% | -0.1% |
| 30D | +1.0% | +0.7% | +0.3% | +0.7% |
| 3M | +2.4% | -3.7% | +6.1% | +2.7% |
| 6M | +12.0% | +29.9% | -17.9% | +5.4% |
| YTD | +15.3% | +17.4% | -2.1% | +10.0% |
| 1Y | +22.6% | +22.4% | +0.2% | +15.7% |
| 3Y | +74.7% | +41.3% | +33.4% | +57.5% |
| All | +66.6% | -66.0% | +132.6% | +69.0% |
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