+244.8%
VUG vs ZM
+55.9%
+188.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.0% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -0.3% | +0.7% | -1.0% | -0.6% |
| 3M | -0.7% | -3.7% | +3.0% | -0.4% |
| 6M | +14.6% | +29.9% | -15.3% | +8.9% |
| YTD | +9.0% | +17.4% | -8.4% | +4.9% |
| 1Y | +14.9% | +22.4% | -7.5% | +9.6% |
| 3Y | +86.0% | +41.3% | +44.8% | +71.8% |
| 5Y | +76.7% | -66.0% | +142.7% | +81.5% |
| All | +244.8% | +55.9% | +188.9% | +215.3% |
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