+228.6%
VUG vs ZM
+53.5%
+175.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.1% | -1.3% |
| 7D | +2.5% | +11.0% | -8.5% | +0.7% |
| 30D | -6.3% | +5.6% | -11.9% | -7.2% |
| 3M | -6.0% | -9.1% | +3.1% | -4.8% |
| 6M | -3.5% | -2.6% | -1.0% | -3.8% |
| YTD | +3.9% | +15.7% | -11.7% | +0.1% |
| 1Y | +5.1% | +18.8% | -13.6% | +0.7% |
| 3Y | +77.9% | +62.2% | +15.7% | +60.7% |
| 5Y | +62.4% | -60.9% | +123.3% | +65.4% |
| All | +228.6% | +53.5% | +175.1% | +200.9% |
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