+134.1%
VT vs ZM
+36.6%
+97.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.8% |
| 7D | -4.2% | -9.1% | +4.9% | -3.4% |
| 30D | -5.8% | -5.7% | -0.1% | -5.3% |
| 3M | -5.2% | -11.7% | +6.5% | -4.4% |
| 6M | +0.1% | -18.6% | +18.7% | +1.5% |
| YTD | +8.2% | +2.9% | +5.3% | +7.1% |
| 1Y | +10.1% | +6.3% | +3.8% | +8.6% |
| 3Y | +69.7% | +41.0% | +28.7% | +62.6% |
| 5Y | +53.4% | -66.4% | +119.8% | +52.3% |
| All | +134.1% | +36.6% | +97.4% | +120.9% |
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