+239.9%
VUG vs ZM
+46.9%
+193.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.9% | -2.7% | +0.9% | -1.5% |
| 30D | -1.6% | -10.0% | +8.4% | 0.0% |
| 3M | +4.4% | +1.6% | +2.8% | +3.8% |
| 6M | +13.2% | +25.0% | -11.8% | +8.2% |
| YTD | +7.5% | +10.6% | -3.1% | +4.4% |
| 1Y | +12.5% | +14.0% | -1.5% | +8.6% |
| 3Y | +86.0% | +32.5% | +53.5% | +73.5% |
| 5Y | +76.5% | -68.3% | +144.8% | +83.2% |
| All | +239.9% | +46.9% | +193.1% | +213.9% |
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 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