+76.0%
VUG vs ZM
-67.1%
+143.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -1.7% | -10.3% | +8.6% | +1.1% |
| 3M | +2.8% | -0.7% | +3.5% | +2.3% |
| 6M | +13.6% | +24.8% | -11.2% | +4.5% |
| YTD | +8.1% | +11.5% | -3.4% | +2.0% |
| 1Y | +13.1% | +12.3% | +0.7% | +6.1% |
| 3Y | +87.0% | +33.5% | +53.5% | +62.4% |
| 5Y | +76.0% | -67.5% | +143.5% | +91.8% |
| All | +76.0% | -67.1% | +143.0% | +91.8% |
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