+144.2%
VTV vs ZM
+47.0%
+97.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.0% | -9.1% | +8.1% | -0.8% |
| 3M | +4.6% | +3.5% | +1.1% | +4.5% |
| 6M | +13.5% | +25.7% | -12.2% | +12.6% |
| YTD | +18.5% | +10.8% | +7.7% | +17.9% |
| 1Y | +22.9% | +12.8% | +10.1% | +22.1% |
| 3Y | +67.8% | +33.1% | +34.7% | +65.7% |
| 5Y | +81.8% | -68.3% | +150.1% | +73.0% |
| All | +144.2% | +47.0% | +97.2% | +132.1% |
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