+70.2%
VWO vs ZM
+47.0%
+23.2%
-34.3%
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 | -1.8% | -5.7% | +3.9% | -1.3% |
| 30D | -0.1% | -9.1% | +9.0% | +0.6% |
| 3M | +2.2% | +3.5% | -1.3% | +1.8% |
| 6M | +8.8% | +25.7% | -16.9% | +6.3% |
| YTD | +12.4% | +10.8% | +1.6% | +10.7% |
| 1Y | +15.6% | +12.8% | +2.8% | +13.6% |
| 3Y | +62.5% | +33.1% | +29.4% | +56.6% |
| 5Y | +34.3% | -68.3% | +102.6% | +35.0% |
| All | +70.2% | +47.0% | +23.2% | +61.1% |
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